作者：Birge, Lucien
作者单位：Sorbonne Universite
摘要：We consider here estimation of an unknown probability density belonging to where is a probability measure. We have at hand i.i.d. observations with density and use the squared -norm as our loss function. The purpose of this paper is to provide an abstract but completely general method for estimating by model selection, allowing to handle arbitrary families of finite-dimensional (possibly non-linear) models and any . We shall, in particular, consider the cases of unbounded densities and bounded...
作者：Bobkov, Sergey G.; Chistyakov, Gennadiy P.; Goetze, Friedrich
作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of Bielefeld
摘要：Berry-Esseen-type bounds for total variation and relative entropy distances to the normal law are established for the sums of non-i.i.d. random variables.
