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Asymptotics and optimal bandwidth selection for highest density region estimation
Density contour density level set kernel density estimator
2010/10/14
We study kernel estimation of highest-density regions (HDR). Our main contributions are two-fold. First, we derive a uniform-in-bandwidth asymptotic approximation to a risk that is appropriate for HD...
Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
density estimation kernel estimators Lp–risk oracle inequalities adaptive estimation
2010/11/30
We address the problem of density estimation with L p–loss by selection of kernel estimators. We develop a selection procedure and derive corresponiding L p–risk oracle inequalities. It is shown that ...