Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality

DOI10.1214/11-AOS883zbMath1234.62035arXiv1009.1016OpenAlexW3098975031MaRDI QIDQ638806

Alexander Goldenshluger, O. V. Lepskij

Publication date: 14 September 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.1016

zbMATH Keywords

empirical processadaptive estimationoracle inequalities\(\mathbb L_s\)-risk

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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