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A Simple Adaptive Estimator of the Integrated Square of a Density

✍ Scribed by Evarist Giné and Richard Nickl


Book ID
125584557
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Year
2008
Tongue
English
Weight
838 KB
Volume
14
Category
Article
ISSN
1350-7265

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📜 SIMILAR VOLUMES


A simple, automatic and adaptive bivaria
✍ Jeffrey S. Simonoff 📂 Article 📅 1995 🏛 Springer US 🌐 English ⚖ 670 KB

The standard approach to non-parametric bivariate density estimation is to use a kernel density estimator. Practical performance of this estimator is hindered by the fact that the estimator is not adaptive (in the sense that the level of smoothing is not sensitive to local properties of the density)