Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/61783 
Year of Publication: 
1999
Series/Report no.: 
SFB 373 Discussion Paper No. 1999,34
Publisher: 
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, Berlin
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.
Subjects: 
pointwise density estimation
adaptivity
kernel estimator
Lepski's criterion
simulation study
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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