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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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DOI: 10.1080/10485252.2011.587879

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