Two Adaptive Rates of Convergence in Pointwise Density Estimation.

We consider density pointwise estimation in the i.i.d. case and look for bewst attainable asumptotic rates of convergence. The problem is adaptive, which means that the regularity parameter, b, describing the class of densities, varies in a set B.

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Year of publication:	1999
Authors:	Butucea, C.
Subject:	ESTIMATOR \| RISK \| ECONOMETRICS

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Type of publication:	Book / Working Paper
Notes:	35 pages
Classification:	D81 - Criteria for Decision-Making under Risk and Uncertainty ; C13 - Estimation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005671560