Bandwidth selection in kernel density estimation: Oracle inequalities and adaptive minimax optimality
Work
Year: 2011
Type: article
Abstract: We address the problem of density estimation with $\mathbb{L}_s$-loss by selection of kernel estimators. We develop a selection procedure and derive corresponding $\mathbb{L}_s$-risk oracle inequaliti... more
Source: The Annals of Statistics
Authors Alexander Goldenshluger, Oleg Lepski
Institutions University of Haifa, Château Gombert, Institut Polytechnique de Bordeaux, Institut de Mathématiques de Marseille
Cites: 31
Cited by: 218
Related to: 10
FWCI: 9.13
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: bronze