Bandwidth selection for the Wolverton-Wagner estimator

DOI10.1016/J.JSPI.2019.12.003MaRDI QIDQ2301115zbMATH OpenOpenAlexWikidataFDO

Authors Nicolas Marie, F. Comte

Publication date 28 February 2020

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1902.00734

zbMATH Keywords

model selectiondensity estimationGoldenshluger-Lepski methodLacour-Massart-Rivoirard methodWolverton-Wagner estimator

Mathematics Subject Classification ID

Density estimation (62G07)

Abstract: For $n$ 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.

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Cites work

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Cited in

(5)

• On a class of recursive estimators for spatially dependent observations
• On a Nadaraya-Watson estimator with two bandwidths
• Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density
• A simple root \(n\) bandwidth selector
• Kernel selection in nonparametric regression

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