Numerical results concerning a sharp adaptive density estimator

Cristina Butucea

We give here a simulation study of a density estimator, issued from sharp adaptive estimation. This nonparametric estimator was previously proved to have interesting theoretical properties. In this paper we describe the method and apply it successfully to i.i.d. simulated data issued from different densities. -- pointwise density estimation ; adaptivity ; kernel estimator ; Lepski's criterion ; simulation study

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Year of publication:	1999
Authors:	Butucea, Cristina
Institutions:	Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse (contributor)
Publisher:	Berlin : Humboldt-Universität
Subject:	Schätztheorie \| Estimation theory \| Statistische Verteilung \| Statistical distribution \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Core