Bandwidth selection for the Wolverton-Wagner estimator

DOI10.1016/J.JSPI.2019.12.003zbMATH Open1437.62131arXiv1902.00734OpenAlexW2911345821WikidataQ126431652 ScholiaQ126431652MaRDI QIDQ2301115FDOQ2301115

Authors: Nicolas Marie, F. Comte 

Publication date: 28 February 2020

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

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.

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Density estimation (62G07)

Cites Work

• Remarks on Some Nonparametric Estimates of a Density Function
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• On Estimation of a Probability Density Function and Mode
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• The stochastic approximation method for the estimation of a multivariate probability density
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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
• Kernel selection in nonparametric regression
• A simple root \(n\) bandwidth selector

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