Numerical results concerning a sharp adaptive density estimator

Cristina Butucea

No 1999,34, SFB 373 Discussion Papers from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Abstract: We give here a simulation study of a density estimator, issued from sharp adaptive estimation. This nonparametric estimator was previously proved to have interesting theoretical properties. In this paper we describe the method and apply it successfully to i.i.d. simulated data issued from different densities.

Keywords: pointwise density estimation; adaptivity; kernel estimator; Lepski's criterion; simulation study (search for similar items in EconPapers)
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:sfb373:199934

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