Titlebook: Combinatorial Methods in Density Estimation; Luc Devroye,Gábor Lugosi Book 2001 Springer-Verlag New York, Inc. 2001 Density Estimation.Lik

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https://doi.org/10.1007/3-7643-7537-Xlass ., which is given to us. Our estimate of . is .(.), where . should be such that it is best possible. As we do not know ., we naturally assume that after . is picked, our adversary picks the worst . ∊ ..

Discrete

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Additive Estimates and Data Splitting,o construct a density estimate .. whose .. error is (almost) as small as that of the best estimate among the .., . ∈ Θ. Applying the minimum distance estimate of Chapter 5 directly to this class is often problematic because of the dependence of each estimate in the class and the empirical measure ...