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
Institutions:	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
Subject:	nonparametric density estimation \| adaptive rates \| Sobolev classes

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Extent:	application/pdf
Series:	SFB 373 Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	Number 1999,20
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010983663