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Abstract For n independent random variables having the same Holder continuous density, this paper deals with controls of the Wolverton–Wagner’s estimator MSE and MISE. Then, for a bandwidth h n… Click to show full abstract
Abstract For n independent random variables having the same Holder continuous density, this paper deals with controls of the Wolverton–Wagner’s estimator MSE and MISE. Then, for a bandwidth h n ( β ) , estimators of β are obtained by a Goldenshluger–Lepski type method and a Lacour–Massart–Rivoirard type method. Some numerical experiments are provided for this last method.
Keywords:
wolverton wagner;
wagner estimator;
selection wolverton;
bandwidth selection
Journal Title: Journal of Statistical Planning and Inference
Year Published: 2020
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Journal Title: Journal of Statistical Planning and Inference
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!