Bandwidth selection in kernel density estimation: Oracle inequalities and adaptive minimax optimality

Annals of Statistics

Volumn 39, Issue 3, 2011, Pages 1608-1632

  Goldenshluger, Alexander ^a   Lepski, Oleg ^b  

^a UNIVERSITY OF HAIFA   (Israel)

^b AIX MARSEILLE UNIVERSITÉ   (France)

Author keywords

Adaptive estimation; Density estimation; Double struck Ls risk; Empirical process; Kernel estimators; Oracle inequalities

Indexed keywords

EID: 84858749056     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/11-AOS883     Document Type: Article

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