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Optimal spatial adaptation to inhomogeneous smoothness: an approach based on kernel estimates with variable bandwidth selectors

A new variable bandwidth selector for kernel estimation is proposed. The application of this bandwidth selector leads to kernel estimates that achieve optimal rates of convergence over Besov classes. This implies that the procedure adapts to spatially inhomogeneous smoothness. In particular, the est...

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Hauptverfasser: Lepskii, Oleg V. (VerfasserIn) , Mammen, Enno (VerfasserIn) , Spokojnyj, Vladimir G. (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: 1997
In: The annals of statistics
Year: 1997, Jahrgang: 25, Heft: 3, Pages: 929-947
ISSN:2168-8966
DOI:10.1214/aos/1069362731
Online-Zugang:Verlag, Volltext: http://dx.doi.org/10.1214/aos/1069362731
Verlag, Volltext: https://projecteuclid.org/euclid.aos/1069362731
Verlag, Volltext: https://projecteuclid.org/download/pdf_1/euclid.aos/1069362731
Volltext
Verfasserangaben:O.V. Lepski, E. Mammen, V.G. Spokoiny

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650 4 |a bandwidth choice 
650 4 |a Besov spaces 
650 4 |a Kernel estimate 
650 4 |a minimax rate of convergence 
650 4 |a spatial adaptation 
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