Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527253 | Stochastic Processes and their Applications | 2014 | 29 Pages |
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
Johanna Kappus,