Uniform limit theorems for wavelet density estimators

DOI10.1214/08-AOP447zbMath1255.62103arXiv0805.1406MaRDI QIDQ838011

Richard Nickl, Evarist Giné M.

Publication date: 21 August 2009

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0805.1406

zbMATH Keywords

rates of convergence; adaptive estimation; uniform central limit theorem; wavelet thresholding; law of the logarithm; sup-norm loss

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

60F05: Central limit and other weak theorems

60F15: Strong limit theorems

60F17: Functional limit theorems; invariance principles

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