Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1999,34
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.
pointwise density estimation adaptivity kernel estimator Lepski's criterion simulation study