2006-01-13Buch DOI: 10.18452/3690
Two adaptive rates of convergence in pointwise density estimation
We consider density pointwise estimation and look for best attainable asymptotic rates of convergence. The problem is adaptive, which means that the regularity parameter, β, describing the class of densities, varies in a set B. We shall consider, successively, two classes of densities, issued from a generalization of L2 Sobolev classes: W (β, p, L) and M (β, p, L).
Dateien zu dieser Publikation
Is Part Of Series: Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes - 20, SFB 373 Papers, ISSN:1436-1086