Optimal convergence rates for density estimation from grouped data

We derive the optimal convergence rates for density estimation based on aggregated observations under common smoothness conditions for symmetric densities. We study a procedure for data-driven bandwidth selection and give an extension to skew densities.

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Year of publication:	2007
Authors:	Meister, Alexander
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 11, p. 1091-1097
Publisher:	Elsevier
Keywords:	Aggregated data Cross-validation Deconvolution Minimax convergence rates Nonparametric estimation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005222968