4 papers
Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence
Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1
We study the problem of nonparametric estimation of density functions with a product form on the domain $\triangle=\{( x_1, \ldots, x_d)\in \mathbb{R}^d, 0\leq x_1\leq \dots \leq x…
Optimal exponential bounds for aggregation of estimators for the Kullback-Leibler loss
Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1
We study the problem of model selection type aggregation with respect to the Kullback-Leibler divergence for various probabilistic models. Rather than considering a convex combinat…
Maximum entropy distribution of order statistics with given marginals
Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1
We consider distributions of ordered random vectors with given one-dimensional marginal distributions. We give an elementary necessary and sufficient condition for the existence of…
Maximum entropy copula with given diagonal section
Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1
We consider copulas with a given diagonal section and compute the explicit density of the unique optimal copula which maximizes the entropy. In this sense, this copula is the least…