Bandwidth Selection for the Wolverton-Wagner Estimator
Statistics Theory
2020-09-22 v2 Statistics Theory
Abstract
For independent random variables having the same H\"older continuous density, this paper deals with controls of the Wolverton-Wagner's estimator MSE and MISE. Then, for a bandwidth , estimators of are obtained by a Goldenshluger-Lepski type method and a Lacour-Massart-Rivoirard type method. Some numerical experiments are provided for this last method.
Cite
@article{arxiv.1902.00734,
title = {Bandwidth Selection for the Wolverton-Wagner Estimator},
author = {Fabienne Comte and Nicolas Marie},
journal= {arXiv preprint arXiv:1902.00734},
year = {2020}
}
Comments
26 pages, 5 figures