Formulae for mean integrated squared error of nonlinear wavelet-based density estimators

DOI10.1214/AOS/1176324628zbMATH Open0839.62042OpenAlexW2085463531WikidataQ96010848 ScholiaQ96010848MaRDI QIDQ1906192FDOQ1906192

Authors: Yanyan Li 

Publication date: 8 February 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324628

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zbMATH Keywords

robustnesskernel density estimatorsasymptotic formulamultiresolutionmean integrated squared errorasymptotically optimal empirical bandwidth selection rulenonlinear wavelet-based density estimators

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cited In (74)

• Asymptotic normality in conditional wavelet density with left-truncated \(\alpha \)-mixing observations
• Data-Based Resolution Selection in Positive Wavelet Density Estimation
• On wavelet estimation of the derivatives of a density based on biased data
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• A formulation for mean integrated squared error of nonlinear wavelet-based density estimators with negatively dependent sequences
• Nonlinear wavelet estimation of conditional density under left-truncated and \(\alpha\)-mixing assumptions
• Smooth and semismooth Newton methods for constrained approximation and estimation
• Convergence rate of wavelet density estimator with data missing randomly when covariables are present
• Asymptotic normality for the wavelet partially linear additive model components estimation
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• Wavelet block thresholding for copula density estimation under biased sampling
• Asymptotics for \(L_1\)-wavelet method for nonparametric regression
• Preventing the Dirac disaster: wavelet based density estimation
• A note on the wavelet oracle
• Semiparametric regression under long-range dependent errors.
• Thresholding algorithms, maxisets and well-concentrated bases
• On asymptotically optimal wavelet estimation of trend functions under long-range dependence
• Wavelet-M-estimation for time-varying coefficient time series models
• Asymptotic normality of wavelet density estimator under censored dependent observations
• Density deconvolution based on wavelets with bounded supports
• Testing for change points in partially linear models
• Local spectral analysis using wavelet packets
• Wavelet density estimation for weighted data
• On the minimax optimality of wavelet estimators with censored data
• Density estimation and comparison with a penalized mixture approach
• Mean integrated squared error of nonlinear wavelet-based estimators with long memory data
• Adaptive wavelet empirical Bayes estimation of a location or a scale parameter
• HAZARD RATE ESTIMATION FOR CENSORED DATA BY WAVELET METHODS
• Nonparametric density estimation for spatial data with wavelets
• Wavelet based estimation for the derivative of a density by block thresholding under random censorship
• Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
• Block threshold rules for curve estimation using kernel and wavelet methods
• Approximation rates of the error distribution of wavelet estimators of a density function under censorship
• The root-unroot algorithm for density estimation as implemented via wavelet block thresholding
• Adaptive wavelet estimator for nonparametric density deconvolution
• General empirical Bayes wavelet methods and exactly adaptive minimax estimation
• Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
• Wavelet-based estimation with multiple sampling rates
• Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: asymptotic results
• Locally adaptive fitting of semiparametric models to nonstationary time series.
• Nonlinear wavelet density estimation under the Koziol–Green model
• Wavelet-based estimators of mean regression function with long memory data
• A new class of metric divergences on probability spaces and its applicability in statistics
• Nonlinear wavelet density estimation with data missing at random when covariates are present
• Wavelet estimation of conditional density with truncated, censored and dependent data
• Performance of wavelet methods for functions with many discontinuities
• On theL₁-consistency of wavelet density estimates
• On minimaxity of block thresholded wavelets under elliptical symmetry
• On choosing a non-integer resolution level when using wavelet methods
• A new method of solving noisy Abel-type equations
• Bayesian selection of primary resolution and wavelet bias functions for wavelet regression
• Wavelet estimation of functional coefficient regression models
• Bootstrap testing for discontinuities under long-range dependence
• Nonlinear wavelet density estimation with censored dependent data
• A central limit theorem for the \(L_2\) error of positive wavelet density estimator
• Nonparametric hazard rate estimation by orthogonal wavelet methods
• Non-linear wavelet-based density estimators under random censorship
• Using wavelet methods to solve noisy Abel-type equations with discontinuous inputs
• Nonlinear wavelet estimator of the regression function under left-truncated dependent data
• Nonlinear wavelet smoothing of error density in a semiparametric regression model
• A jump-detecting procedure based on spline estimation
• Non-parametric regression for spatially dependent data with wavelets
• Nonparametric estimation of hazard functions by wavelet methods
• On Berry-Esseen bound of wavelet estimators in nonparametric regression model under asymptotically negatively associated assumptions
• On the asymptotlc normality for l₂-error of wavelei density estimator with application
• On the minimax optimality of block thresholded wavelet estimators with long memory data
• Estimation of a regression function with a sharp change point using boundary wavelets
• Wavelet estimation in varying coefficient models for censored dependent data
• Estimation of the intensity of non-homogeneous point processes via wavelets
• Online wavelet-based density estimation for non-stationary streaming data
• Wavelet-based estimators of multivariable mean regression function with long-memory data
• Global \(L_2\) error of wavelet density estimator with truncated and strong mixing observations
• Distribution Estimates Consistent in χ²-Divergence
• NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS

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