| Full text | |
| Author(s): |
Lerasle, Matthieu
[1]
Total Authors: 1
|
| Affiliation: | [1] INSA Toulouse, IMT, UMR 5219, F-31077 Toulouse 4 - France
Total Affiliations: 1
|
| Document type: | Journal article |
| Source: | ANNALS OF STATISTICS; v. 39, n. 4, p. 1852-1877, AUG 2011. |
| Web of Science Citations: | 6 |
| Abstract | |
We propose a block-resampling penalization method for marginal density estimation with nonnecessary independent observations. When the data are beta or tau-mixing, the selected estimator satisfies oracle inequalities with leading constant asymptotically equal to 1. We also prove in this setting the slope heuristic, which is a data-driven method to optimize the leading constant in the penalty. (AU) | |
| FAPESP's process: | 09/09494-0 - Bootstrap and model selection for stochastic chains with memory of variable length |
| Grantee: | Matthieu Pierre Lerasle |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |