Global L₂ error of wavelet density estimator with truncated and strong mixing observations

DOI10.1142/S0219691314500337MaRDI QIDQ2875673zbMATH OpenFDO

Authors Yu-Ye Zou, Han-Ying Liang

Publication date 11 August 2014

Published in International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

zbMATH Keywords

\(\alpha\)-mixingtruncated dataglobal \(L_{2}\) errornonlinear wavelet estimator of density

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Numerical methods for wavelets (65T60)

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• On the adaptive wavelet deconvolution of a density for strong mixing sequences

Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• Density estimation by kernel and wavelets methods: optimality of Besov spaces
• Density estimation in Besov spaces
• Estimating a distribution function with truncated data
• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
• NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS
• Non-linear wavelet-based density estimators under random censorship
• Nonlinear wavelet estimation of conditional density under left-truncated and \(\alpha\)-mixing assumptions
• On the minimax optimality of wavelet estimators with censored data
• Semiparametric regression analysis for clustered failure time data
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
• Theory of function spaces II

Cited in

(2)

• CLT for integrated square error of density estimators with censoring indicators missing at random
• Nonlinear wavelet density estimation with data missing at random when covariates are present

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