On distribution of error of linear wavelet estimator of probability density

DOI10.1007/S10986-005-0021-8MaRDI QIDQ852266zbMATH OpenOpenAlexFDO

Authors J. M. dos Reis Gama, V. V. Yurinsky

Publication date 28 November 2006

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-005-0021-8

zbMATH Keywords

central limit theoremdensity estimatorsquared error

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Review text

We establish the asymptotic normality of the squared \(L^2\)-norm of the approximation error of a linear wavelet estimator of the density of a distribution. The calculations are based on the smallness of correlations between the coefficients of the high-frequency part of the multiresolution expansion of the estimator.

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Cites work

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• scientific article; zbMATH DE number 44878 (Why is no real title available?)
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Cited in

(7)

• Approximation rates of the error distribution of wavelet estimators of a density function under censorship
• A central limit theorem for the \(L_2\) error of positive wavelet density estimator
• Central limit theorem for a wavelet estimator of a probability density with a given weight
• On the integrated squared error of the linear wavelet density estimator
• On the asymptotlc normality for l₂-error of wavelei density estimator with application
• Asymptotic normality of the multiscale wavelet density estimator
• An Exponential Estimate for a Wavelet Density Estimator

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