Geodesic
Estimation of the density of a determinantal process
Baraud, Yannick1
1 Université Nice Sophia Antipolis, CNRS, LJAD, UMR CNRS 7351, 06100 Nice, France
Confluentes Mathematici, Tome 5 (2013) no. 1, pp. 3-23 Cet article a éte moissonné depuis la source Numdam

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We consider the problem of estimating the density Π 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 Π of interest.

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DOI : 10.5802/cml.1
Classification : 62G07, 62M30
Keywords: Determinantal process - Density estimation- Oracle inequality - Hellinger distance

Baraud, Yannick 1

1 Université Nice Sophia Antipolis, CNRS, LJAD, UMR CNRS 7351, 06100 Nice, France 
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Baraud, Yannick. Estimation of the density of a determinantal process. Confluentes Mathematici, Tome 5 (2013) no. 1, pp. 3-23. doi: 10.5802/cml.1

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