Multivariate intensity estimation via hyperbolic wavelet selection
From MaRDI portal
Publication:2404408
DOI10.1016/j.jmva.2017.07.005zbMath1373.62120arXiv1611.07237OpenAlexW2555972382MaRDI QIDQ2404408
Publication date: 18 September 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.07237
copulamodel selectiondensityPoisson processLévy processbiorthogonal waveletshyperbolic waveletsmixed smoothness
Cites Work
- Anisotropic de-noising in functional deconvolution model with dimension-free convergence rates
- Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure
- Estimator selection with respect to Hellinger-type risks
- Isotropic and dominating mixed Lizorkin-Triebel spaces -- a comparison
- Adaptive density estimation: A curse of support?
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
- An introduction to copulas.
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Asymptotic performance of projection estimators in standard and hyperbolic wavelet bases
- Pointwise adaptive estimation of a multivariate density under independence hypothesis
- Estimation and detection of high-variable functions from Sloan-Woźniakowski space
- Wavelets, their friends, and what they can do for you
- Estimating copula densities through wavelets
- Nonparametric estimation of composite functions
- Gaussian model selection with an unknown variance
- Small-time expansions for the transition distributions of Lévy processes
- Thresholding methods to estimate copula density
- Nonparametric estimation for pure jump Lévy processes based on high frequency data
- Biorthogonal spline wavelets on the interval -- stability and moment conditions
- Risk bounds for model selection via penalization
- Wavelets on the interval and fast wavelet transforms
- Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra
- CART and best-ortho-basis: a connection
- Adaptive estimation of the intensity of inhomogeneous Poisson processes via concentration inequalities
- Representation and approximation of multivariate functions with mixed smoothness by hyperbolic wavelets
- Information-theoretic determination of minimax rates of convergence
- Wavelet characterizations for anisotropic Besov spaces
- Expansion of transition distributions of Lévy processes in small time
- Near optimal thresholding estimation of a Poisson intensity on the real line
- Inhomogeneous and anisotropic conditional density estimation from dependent data
- Lévy density estimation via information projection onto wavelet subspaces
- An adaptive compression algorithm in Besov spaces
- Hyperbolic wavelet thresholding methods and the curse of dimensionality through the maxiset approach
- \(\mathbb{L}_{p}\) adaptive estimation of an anisotropic density under independence hypothesis
- Density estimation for compound Poisson processes from discrete data
- Pointwise multipliers for Sobolev and Besov spaces of dominating mixed smoothness
- Estimating composite functions by model selection
- Statistical inference in compound functional models
- Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
- Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
- Characterization of dependence of multidimensional Lévy processes using Lévy copulas
- Adaptive Estimation for Lévy Processes
- The composition in multidimensional Triebel-Lizorkin spaces
- An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations
- Financial Modelling with Jump Processes
- Self-Similar Anisotropic Texture Analysis: The Hyperbolic Wavelet Transform Contribution
- Mixed Moduli of Smoothness in $L_p$, $1<p<\infty$
- A Primer on Copulas for Count Data
- Path behavior of processes with stationary independent increments
- Nonlinear approximations using sets of finite cardinality or finite pseudo-dimension
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item