Article ID Journal Published Year Pages File Type
10527253 Stochastic Processes and their Applications 2014 29 Pages PDF
Abstract
Our focus lies on the adaptive choice of the bandwidth, using model selection techniques. We face here a non-standard problem of model selection with unknown variance. A new approach towards this problem is proposed, which also allows a straightforward generalization to a classical density deconvolution framework.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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