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Yannick Baraud
Estimation of the density of a determinantal process
Confluentes Mathematici, 5 no. 1 (2013), p. 3-23, doi: 10.5802/cml.1
Article PDF | Analyses MR 3143610
Class. Math.: 62G07, 62M30
Mots clés: Determinantal process - Density estimation- Oracle inequality - Hellinger distance

Résumé - Abstract

We consider the problem of estimating the density $\Pi $ of a determinantal process $N$ from the observation of $n$ independent copies of it. We use an aggregation procedure based on robust testing to build our estimator. We establish non-asymptotic risk bounds with respect to the Hellinger loss and deduce, when $n$ goes to infinity, uniform rates of convergence over classes of densities $\Pi $ of interest.

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