Published 2016
| Version v1
Book section
Optimal kernel selection for density estimation
Contributors
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 audienceAdditional details
Identifiers
- URL
- https://hal.science/hal-01224097
- URN
- urn:oai:HAL:hal-01224097v1
Origin repository
- Origin repository
- UNICA