Non-linear wavelet-based density estimators under random censorship

DOI10.1016/S0378-3758(02)00366-XzbMath1022.62038OpenAlexW2045069803MaRDI QIDQ1410576

Linyuan Li

Publication date: 14 October 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00366-x

zbMATH Keywords

mean integrated square errornon-linear wavelet-based estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (17)

NONLINEAR WAVELET ESTIMATION OF CONDITIONAL DENSITY UNDER LEFT-TRUNCATED AND α-MIXING ASSUMPTIONS ⋮ Asymptotic normality in conditional wavelet density with left-truncated α-mixing observations ⋮ Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes ⋮ On the minimax optimality of wavelet estimators with censored data ⋮ Nonlinear wavelet density estimation with data missing at random when covariates are present ⋮ Wavelet estimation of copula density via thresholding methods under censoring ⋮ Wavelet estimation of conditional density with truncated, censored and dependent data ⋮ Nonparametric regression estimates with censored data based on block thresholding method ⋮ Convergence rate of wavelet density estimator with data missing randomly when covariables are present ⋮ Wavelet based estimation for the derivative of a density by block thresholding under random censorship ⋮ On the block thresholding wavelet estimators with censored data ⋮ Nonlinear wavelet estimator of the regression function under left-truncated dependent data ⋮ A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples ⋮ NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS ⋮ Wavelet estimation of copula function based on censored data ⋮ Nonlinear wavelet density estimation with censored dependent data ⋮ Global L₂ error of wavelet density estimator with truncated and strong mixing observations

Uses Software

• wavethresh

Cites Work

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• Density estimation in Besov spaces
• The strong law under random censorship
• Density estimation by kernel and wavelets methods: optimality of Besov spaces
• Nonparametric hazard rate estimation by orthogonal wavelet methods
• Wavelets, approximation, and statistical applications
• Density estimation by wavelet thresholding
• The central limit theorem under random censorship
• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
• A theory for multiresolution signal decomposition: the wavelet representation
• Ten Lectures on Wavelets
• Density and Hazard Rate Estimation for Right-Censored Data by Using Wavelet Methods
• Ideal spatial adaptation by wavelet shrinkage

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