A Wavelet Method for Confidence Intervals in the Density Model

DOI10.1111/1467-9469.00361MaRDI QIDQ4828216zbMATH OpenOpenAlexFDO

Authors Karine Tribouley

Publication date 24 November 2004

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00361

zbMATH Keywords

Edgeworth expansionadaptive estimationcoverage errorundersmoothing

Mathematics Subject Classification ID

Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric tolerance and confidence regions (62G15) Numerical methods for wavelets (65T60)

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Cites work

• Adaptive confidence interval for pointwise curve estimation.
• Density estimation by wavelet thresholding
• Density estimation in Besov spaces
• Ten Lectures on Wavelets

Cited in

(3)

• Posterior Probability Intervals for Wavelet Thresholding
• Adaptive simultaneous confidence intervals in non-parametric estimation
• Adaptive confidence interval for pointwise curve estimation.

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