Skip to Main content Skip to Navigation
Journal articles

Bandwidth Selection for the Wolverton-Wagner Estimator

Abstract : For $n$ independent random variables having the same Hölder continuous density, this paper deals with controls of the Wolverton-Wagner's estimator MSE and MISE. Then, for a bandwidth $h_n(\beta)$, estimators of $\beta$ are obtained by a Goldenshluger-Lepski type method and a Lacour-Massart-Rivoirard type method. Some numerical experiments are provided for this last method.
Document type :
Journal articles
Complete list of metadata

Cited literature [16 references]  Display  Hide  Download

https://hal.archives-ouvertes.fr/hal-02004909
Contributor : Nicolas Marie Connect in order to contact the contributor
Submitted on : Tuesday, April 7, 2020 - 4:41:53 PM
Last modification on : Wednesday, November 3, 2021 - 6:33:59 AM

File

Bandwidth_Selection_for_the_Wo...
Files produced by the author(s)

Identifiers

Citation

Fabienne Comte, Nicolas Marie. Bandwidth Selection for the Wolverton-Wagner Estimator. Journal of Statistical Planning and Inference, Elsevier, 2020, 207, ⟨10.1016/j.jspi.2019.12.003⟩. ⟨hal-02004909v2⟩

Share

Metrics

Record views

87

Files downloads

98