Estimation of the density of a determinantal process
Confluentes Mathematici, Volume 5 (2013) no. 1, p. 3-21

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.

DOI : https://doi.org/10.5802/cml.1
Classification:  62G07,  62M30
Keywords: Determinantal process - Density estimation- Oracle inequality - Hellinger distance
@article{CML_2013__5_1_3_0,
author = {Baraud, Yannick},
title = {Estimation of the density of a determinantal process},
journal = {Confluentes Mathematici},
publisher = {Institut Camille Jordan},
volume = {5},
number = {1},
year = {2013},
pages = {3-21},
doi = {10.5802/cml.1},
mrnumber = {3143610},
language = {en},
url = {http://www.numdam.org/item/CML_2013__5_1_3_0}
}

Baraud, Yannick. Estimation of the density of a determinantal process. Confluentes Mathematici, Volume 5 (2013) no. 1, pp. 3-21. doi : 10.5802/cml.1. http://www.numdam.org/item/CML_2013__5_1_3_0/

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