%0 Journal Article
%T Adaptive non-asymptotic confidence balls in density estimation
%A Matthieu Lerasle
%J Statistics
%D 2010
%I arXiv
%X We build confidence balls for the common density $s$ of a real valued sample $X_1,...,X_n$. We use resampling methods to estimate the projection of $s$ onto finite dimensional linear spaces and a model selection procedure to choose an optimal approximation space. The covering property is ensured for all $n\geq2$ and the balls are adaptive over a collection of linear spaces.
%U http://arxiv.org/abs/1007.4528v1