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The perfect achievements have been made for L-P (1 <= p < +infinity) risk estimation, when a density function has compact support. However, there does not exist L-1 risk estimation for uncompactly supported densities in general. Motivated by the work of Juditsky & Lambert-Lacroix (A. Juditsky and S. Lambert-Lacroix, On minimax density estimation on R, Bernoulli, 10(2004), 187-220) and Goldenshluger & Lepski (A. Goldenshluger and O. Lepski, On adaptive minimax density estimation on R-d, Probab. Theory Relat. Fields., 159(2014), 479-543), we provide an adaptive estimate for a family of density functions not necessarily having compact supports in this paper.
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