Bandwidth Selection for the Wolverton-Wagner Estimator

preprint2019arXivOpen access

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.

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Bandwidth Selection for the Wolverton-Wagner Estimator

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