Two adaptive rates of convergence in pointwise density estimation

We consider density pointwise estimation and look for best attainable asymptotic rates of convergence. The problem is adaptive, which means that the regularity parameter, Ø, describing the class of densities, varies in a set B. We shall consider, successively, two classes of densities, issued from a generalization of L2 Sobolev classes: W (Ø, p, L) and M (Ø, p, L).

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Year of publication:	1999
Authors:	Butucea, Cristina
Publisher:	Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Subject:	nonparametric density estimation \| adaptive rates \| Sobolev classes

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Series:	SFB 373 Discussion Paper ; 1999,20
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	722179294 [GVK] hdl:10419/61774 [Handle] RePEc:zbw:sfb373:199920 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010310051