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Density estimation for nonnegative random variables

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Academic year: 2021

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Figure 1. Exponential E (1) density. True function (bold) and estimation for one path (dotted) with n = 1000, Lepski method (up left), our method (up right), selected h (middle left) or m (middle right), true function (bold) and set of all the estimators p
Figure 2. Beta β(3, 3) density. True function (bold) and estimation for one path (dotted) with n = 1000, Lepski method (up left), our method (up right), selected h (middle left) or m (middle right), true function (bold) and set of all the estimators propos
Figure 3. True density (bold) and 50 estimated densites (dotted), Lepski method (left), our method (right).

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