Adaptive wavelet estimation of a biased density for strongly mixing sequences (Q539383): Difference between revisions

Summary: The estimation of a biased density for exponentially strongly mixing sequences is investigated. We construct a new adaptive wavelet estimator based on a hard thresholding rule. We determine a sharp upper bound of the associated mean integrated square error for a wide class of functions.

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Mathematics Subject Classification ID

94A12

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MaRDI publication profile

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Transformation- based density estimation For weighted distributions

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Density estimation for biased data.

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Nonparametric density estimation in presence of bias and censoring

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Wavelet block thresholding for density estimation in the presence of bias

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Wavelet density estimation for stratified size-biased sample

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Wavelet linear density estimation for associated stratified size-biased sample

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Mixing: Properties and examples

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MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS

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Wavelets, approximation, and statistical applications

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Density estimation by wavelet thresholding

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Conditions for linear processes to be strong-mixing

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Minimum complexity regression estimation with weakly dependent observations

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Wavelets on the interval and fast wavelet transforms

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Q3135829

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Adaptive wavelet estimation of a density from mixtures under multiplicative censoring

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Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses

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Probability density estimation from dependent observations using wavelets orthonormal bases

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On minimax wavelet estimators

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Q5611457

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The functional law of the iterated logarithm for stationary strongly mixing sequences

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Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation

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Sitelinks

Mathematics(1 entry)

mardi Publication:539383

@@ Property / author @@
-Christophe Chesneau
@@ Property / author: Christophe Chesneau / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
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+W2013222769
@@ Property / OpenAlex ID: W2013222769 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5470883
@@ Property / cites work: Q5470883 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4147427
@@ Property / cites work: Q4147427 / rank @@
+Normal rank
@@ Property / cites work @@
+Transformation- based density estimation For weighted distributions
+Normal rank
@@ Property / cites work @@
+Density estimation for biased data.
@@ Property / cites work: Density estimation for biased data. / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric density estimation in presence of bias and censoring
+Normal rank
@@ Property / cites work @@
+Wavelet block thresholding for density estimation in the presence of bias
+Normal rank
@@ Property / cites work @@
+Wavelet density estimation for stratified size-biased sample
+Normal rank
@@ Property / cites work @@
+Wavelet linear density estimation for associated stratified size-biased sample
+Normal rank
@@ Property / cites work @@
+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
+Normal rank
@@ Property / cites work @@
+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
+Normal rank
@@ Property / cites work @@
+Wavelets, approximation, and statistical applications
+Normal rank
@@ Property / cites work @@
+Density estimation by wavelet thresholding
@@ Property / cites work: Density estimation by wavelet thresholding / rank @@
+Normal rank
@@ Property / cites work @@
+Conditions for linear processes to be strong-mixing
+Normal rank
@@ Property / cites work @@
+Minimum complexity regression estimation with weakly dependent observations
+Normal rank
@@ Property / cites work @@
+Wavelets on the interval and fast wavelet transforms
+Normal rank
@@ Property / cites work @@
+Q3135829
@@ Property / cites work: Q3135829 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive wavelet estimation of a density from mixtures under multiplicative censoring
+Normal rank
@@ Property / cites work @@
+Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses
+Normal rank
@@ Property / cites work @@
+Probability density estimation from dependent observations using wavelets orthonormal bases
+Normal rank
@@ Property / cites work @@
+On minimax wavelet estimators
@@ Property / cites work: On minimax wavelet estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Q5611457
@@ Property / cites work: Q5611457 / rank @@
+Normal rank
@@ Property / cites work @@
+The functional law of the iterated logarithm for stationary strongly mixing sequences
+Normal rank
@@ Property / cites work @@
+Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:539383