most citedAdaptive Dantzig density estimation

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math.ST2009★ 2 cited

Adaptive Dantzig density estimation

Karine Bertin, Erwan Le Pennec, Vincent Rivoirard

This paper deals with the problem of density estimation. We aim at building an estimate of an unknown density as a linear combination of functions of a dictionary. Inspired by Cand…

math.ST2008

Maxisets for Model Selection

Florent Autin, Erwan Le Pennec, Jean-Michel Loubes +1

We address the statistical issue of determining the maximal spaces (maxisets) where model selection procedures attain a given rate of convergence. By considering first general dict…