Numerical results concerning a sharp adaptive density estimator

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.

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Year of publication:	1999
Authors:	Butucea, Cristina
Institutions:	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
Subject:	pointwise density estimation \| adaptivity \| kernel estimator \| Lepski's criterion \| simulation study

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Extent:	application/pdf
Series:	SFB 373 Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	Number 1999,34
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010956359