NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS

DOI10.1142/S0219691311004237zbMath1219.62063MaRDI QIDQ3087505

Juan-Juan Cai, Han-Ying Liang

Publication date: 16 August 2011

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219691311004237

zbMATH Keywords

asymptotic normality; mean integrated squared error; truncated data; \(\alpha \)-mixing; nonlinear wavelet density estimator

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

65T60: Numerical methods for wavelets

Related Items

Nonlinear wavelet density estimation with data missing at random when covariates are present, A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence, Global L₂ error of wavelet density estimator with truncated and strong mixing observations, NONLINEAR WAVELET ESTIMATION OF CONDITIONAL DENSITY UNDER LEFT-TRUNCATED AND α-MIXING ASSUMPTIONS, Convergence rate of wavelet density estimator with data missing randomly when covariables are present

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