Estimation of the smoothness of density
Karol Dziedziul,
Magdalena Kucharska and
Barbara Wolnik
Journal of Nonparametric Statistics, 2011, vol. 23, issue 4, 991-1001
Abstract:
This paper introduces a definition where the smoothness of a function f is characterized by means of the Besov spaces , that is, there is the parameter s* such that for all ss*, . If f is a density with the smoothness s*, then we construct an estimator of s* which is based on histograms.
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:taf:gnstxx:v:23:y:2011:i:4:p:991-1001
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DOI: 10.1080/10485252.2011.587879
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