Sobolev-Hermite versus Sobolev nonparametric density estimation on $${\mathbb {R}}$$ R
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DOI: 10.1007/s10463-017-0624-y
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References listed on IDEAS
- Gwennaëlle Mabon, 2017. "Adaptive Deconvolution on the Non-negative Real Line," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(3), pages 707-740, September.
- Chaleyat-Maurel, Mireille & Genon-Catalot, Valentine, 2006. "Computable infinite-dimensional filters with applications to discretized diffusion processes," Stochastic Processes and their Applications, Elsevier, vol. 116(10), pages 1447-1467, October.
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Cited by:
- Fabienne Comte & Nicolas Marie, 2021. "Nonparametric estimation for I.I.D. paths of fractional SDE," Statistical Inference for Stochastic Processes, Springer, vol. 24(3), pages 669-705, October.
- F. Comte & V. Genon-Catalot, 2020. "Regression function estimation on non compact support in an heteroscesdastic model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(1), pages 93-128, January.
- F. Comte & V. Genon-Catalot, 2020. "Regression function estimation as a partly inverse problem," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(4), pages 1023-1054, August.
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Keywords
Complexity; Density estimation; Hermite basis; Model selection; Projection estimator;All these keywords.
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