Estimation of the density of a determinantal process
  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. 
Yannick Baraud (JAD)
math.ST stat.TH