Published 2016 | Version v1
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Optimal kernel selection for density estimation

Lerasle, Matthieu
Magalhães, Nelo
Reynaud-Bouret, Patricia
Others:
Laboratoire Jean Alexandre Dieudonné (JAD) ; Université Nice Sophia Antipolis (1965 - 2019) (UNS) ; COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UCA)
Université Pierre et Marie Curie - Paris 6 (UPMC)
Laboratoire Jean Alexandre Dieudonné (JAD) ; Université Nice Sophia Antipolis (1965 - 2019) (UNS) ; COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-Centre National de la Recherche Scientifique (CNRS)

Description

We provide new general kernel selection rules thanks to penalized least-squares criteria. We derive optimal oracle inequalities using adequate concentration tools. We also investigate the problem of minimal penalty as described in [BM07].

Abstract

International audience

Additional details

Identifiers Origin repository
Created:
March 26, 2023
Modified:
November 28, 2023