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Paper detail

Bandwidth Selection for the Wolverton-Wagner Estimator

For $n$ independent random variables having the same Hölder 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.

preprint2019arXivOpen access
Fabienne ComteNicolas Marie
math.STStatistics Theory
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Fabienne ComteNicolas Marie

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