Optimal wavelet estimation of density derivatives for size-biased data
Summary: A perfect achievement has been made for wavelet density estimation by \textit{D. L. Donoho} et al. [Ann. Stat. 24, No. 2, 508--539 (1996; Zbl 0860.62032)], when the samples without any noise are independent and identically distributed (i.i.d.). But in many practical applications, the random samples always have noises, and estimation of the density derivatives is very important for detecting possible bumps in the associated density. Motivated by Donoho's work, we propose new linear and nonlinear wavelet estimators \(\widehat{f}{}^{(m)}_{\mathrm{lin}}\), \(\widehat{f}{}^{(m)}_{\mathrm{non}}\) for density derivatives \(f^{(m)}\) when the random samples have size-bias. It turns out that the linear estimation \(E(\|\widehat{f}{}^{(m)}_{\mathrm{lin}}-f^{(m)}\|_p)\) for \(f^{(m)}\in B^s_{r,q}(A,L)\) attains the optimal covergence rate when \(r\geq p\), and the nonlinear one \(E(\|\widehat{f}{}^{(m)}_{\mathrm{lin}}-f^{(m)}\|_p)\) does the same if \(r<p\).
- Wavelet thresholding estimation of density derivatives from a negatively associated size-biased sample
- Wavelet estimations for density derivatives
- On wavelet estimation of the derivatives of a density based on biased data
- Wavelet linear estimations of density derivatives from a negatively associated stratified size-biased sample
- Multivariate wavelet-based density estimation with size-biased data
- Density estimation by wavelet thresholding
- Density estimation for biased data.
- Density estimation in Besov spaces
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