Density estimation by kernel and wavelets methods: optimality of Besov spaces

DOI10.1016/0167-7152(93)90024-DzbMath0793.62019OpenAlexW2034468414MaRDI QIDQ1314732

Gérard Kerkyacharian, Dominique Picard

Publication date: 29 August 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90024-d

zbMATH Keywords

waveletsBesov spacelinear estimatorskernelsdensity estimationminimax rateSobolev ballsBesov ballssaturation space

Mathematics Subject Classification ID

Density estimation (62G07) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (50)

NONLINEAR WAVELET ESTIMATION OF CONDITIONAL DENSITY UNDER LEFT-TRUNCATED AND α-MIXING ASSUMPTIONS ⋮ Exact adaptive pointwise estimation on Sobolev classes of densities ⋮ Asymptotic normality in conditional wavelet density with left-truncated α-mixing observations ⋮ Adaptive global thresholding on the sphere ⋮ Adaptive hypothesis testing using wavelets ⋮ Limit of the quadratic risk in density estimation using linear methods ⋮ Minimax estimation of the diffusion coefficient through irregular samplings ⋮ Nonlinear wavelet density estimation under the Koziol–Green model ⋮ Wavelet density estimation by approximation of log-densities ⋮ Data-based optimal smoothing of a wavelet density estimator ⋮ Optimal pointwise adaptive methods in nonparametric estimation ⋮ Estimating the square root of a density via compactly supported wavelets ⋮ Characterizations of Variational Source Conditions, Converse Results, and Maxisets of Spectral Regularization Methods ⋮ Wavelet thresholding for non-necessarily Gaussian noise: idealism ⋮ Maxiset in sup-norm for kernel estimators ⋮ Nonparametric needlet estimation for partial derivatives of a probability density function on the d -torus ⋮ Properties of convergence of a fuzzy set estimator of the density function ⋮ WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE ⋮ Minimax nonparametric estimation on maxisets ⋮ Wavelet estimation of conditional density with truncated, censored and dependent data ⋮ Non-linear wavelet-based density estimators under random censorship ⋮ On asymptotically minimax nonparametric detection of signal in Gaussian white noise ⋮ On the performances of a new thresholding procedure using tree structure ⋮ Preventing the Dirac disaster: Wavelet based density estimation ⋮ On non-negative wavelet-based density estimators ⋮ On a local property of wavelet estimators involving time series ⋮ Generalized wavelets design using kernel methods. Application to signal processing ⋮ Optimal adaptive estimation of the relative density ⋮ On uniform consistency of nonparametric tests. I ⋮ Wavelet estimation in diffusions with periodicity ⋮ Thresholding algorithms, maxisets and well-concentrated bases ⋮ Maxisets for linear procedures ⋮ Replicant compression coding in Besov spaces ⋮ Maximal spaces with given rate of convergence for thresholding algorithms ⋮ Local spectral analysis using wavelet packets ⋮ Asymptotic Theory for the Multiscale Wavelet Density Derivative Estimator ⋮ Shape-preserving wavelet-based multivariate density estimation ⋮ Mean squared error minimization for inverse moment problems ⋮ Block threshold rules for curve estimation using kernel and wavelet methods ⋮ NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS ⋮ Estimating nonquadratic functionals of a density using Haar wavelets ⋮ Density estimation by wavelet thresholding ⋮ On theL₁-consistency of wavelet density estimates ⋮ Nonparametric estimation of hazard functions by wavelet methods ⋮ Wavelet density estimation for stratified size-biased sample ⋮ Density estimation by truncated wavelet expansion ⋮ Nonlinear wavelet density estimation with censored dependent data ⋮ Adaptive estimation in diffusion processes. ⋮ On the asymptotlc normality for l₂-error of wavelei density estimator with application ⋮ Global L₂ error of wavelet density estimator with truncated and strong mixing observations

Cites Work

• Estimation of integrated squared density derivatives
• Density estimation in Besov spaces
• On estimating a density using Hellinger distance and some other strange facts
• [https://portal.mardi4nfdi.de/wiki/Publication:3048064 Estimation des densit�s: risque minimax]
• Orthonormal bases of compactly supported wavelets
• [https://portal.mardi4nfdi.de/wiki/Publication:4743580 Approximation dans les espaces m�triques et th�orie de l'estimation]
• On Estimation of a Probability Density Function and Mode
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Density estimation by kernel and wavelets methods: optimality of Besov spaces