Devroye, Luc; Lugosi, Gábor; Udina, Frederic - Department of Economics and Business, Universitat … - 1998
We continue the development of a method for the selection of a bandwidth or a number of design parameters in density estimation. We provide explicit non-asymptotic density-free inequalities that relate the $L_1$ error of the selected estimate with that of the best possible estimate, and study in...