Displaying similar documents to “About a fixed precision estimation of the parameter of uniform density”

On One Estimation Problem

Jelena Bulatović, Alobodanka Janjić (1979)

Publications de l'Institut Mathématique

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Density smoothness estimation problem using a wavelet approach

Karol Dziedziul, Bogdan Ćmiel (2014)

ESAIM: Probability and Statistics

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In this paper we consider a smoothness parameter estimation problem for a density function. The smoothness parameter of a function is defined in terms of Besov spaces. This paper is an extension of recent results (K. Dziedziul, M. Kucharska, B. Wolnik, ). The construction of the estimator is based on wavelets coefficients. Although we believe that the effective estimation of the smoothness parameter is impossible in general case, we can show that it becomes possible for some classes...

An approximate necessary condition for the optimal bandwidth selector in kernel density estimation

L. Gajek, A. Lenic (1993)

Applicationes Mathematicae

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An approximate necessary condition for the optimal bandwidth choice is derived. This condition is used to construct an iterative bandwidth selector. The algorithm is based on resampling and step-wise fitting the bandwidth to the density estimator from the previous iteration. Examples show fast convergence of the algorithm to the bandwidth value which is surprisingly close to the optimal one no matter what is the initial knowledge on the unknown density.