Nonparametric Estimation for Interacting Particle Systems: McKean–Vlasov Models
Probability Theory and Related Fields（2021）
关键词
Nonparametric estimation,Statistics and PDE,Interacting particle systems,McKean–Vlasov models,Oracle inequalities,Goldenshluger–Lepski method,Anisotropic estimation,62G05,62M05,60J80,60J20,92D25
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