A law of the iterated logarithm for wavelet density estimator

DOI10.1016/S1631-073X(02)02519-0MaRDI QIDQ1852835zbMATH OpenFDO

Authors Anne Massiani

Publication date 16 February 2003

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S1631-073X(02)02519-0

zbMATH Keywords

law of the iterated logarithmlinear wavelet density estimatorpointwise central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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• Vitesse de convergence uniforme presque sûre de l'estimateur linéaire par méthode d'ondelettes. (Rate of almost sure uniform convergence of the linear wavelet density estimator)
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• Uniform limit theorems for wavelet density estimators
• On wavelet projection kernels and the integrated squared error in density estimation
• A central limit theorem for the \(L_2\) error of positive wavelet density estimator

Cites work

• A strong invariance theorem for the tail empirical process
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Asymptotic normality of the multiscale wavelet density estimator
• Functional laws of the iterated logarithm for local empirical processes indexed by sets
• Functional laws of the iterated logarithm for the increments of empirical and quantile processes
• scientific article; zbMATH DE number 44878 (Why is no real title available?)
• scientific article; zbMATH DE number 3638844 (Why is no real title available?)
• Laws of the iterated logarithm for nonparametric density estimators
• On the asymptotlc normality for l₂-error of wavelei density estimator with application
• Ten Lectures on Wavelets
• Wavelet Methods for Curve Estimation
• Wavelets, approximation, and statistical applications

Cited in

(8)

• Vitesse de convergence uniforme presque sûre de l'estimateur linéaire par méthode d'ondelettes. (Rate of almost sure uniform convergence of the linear wavelet density estimator)
• Comportement asymptotique d'un estimateur de la densité adaptatif par méthode d'ondelettes. (Asymptotic behavior of an adaptive wavelet density estimator)
• A law of the iterated logarithm for an estimate of frequency
• A law of iterated logarithm for the wavelet transforms of i.i.d. random variables.
• Wavelets-based estimation of nonlinear canonical analysis
• On wavelet projection kernels and the integrated squared error in density estimation
• On the integrated squared error of the linear wavelet density estimator
• Uniform limit theorems for wavelet density estimators

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