Adaptive estimation of the L2-norm of a probability density and related topics II. Upper bounds via the oracle approach
概率密度 L2 范数的自适应估计及相关问题(二):基于预言方法的上界
This is the second part of the research project initiated in Cleanthous, Georgiadis and Lepski (2024a). We deal with the problem of the adaptive estimation of the L2-norm of a probability density on Rd, d≥1, from independent observations. The unknown density is assumed to be uniformly bounded by unknown constant and to belong to the union of balls in the isotropic/anisotropic Nikolskii’s spaces. In Cleanthous, Georgiadis and Lepski (2024a), we have proved that the optimally…