-Almost sure convergence for multivariate probability density estimate from dependent observations

DOI10.1080/03610926.2015.1019139zbMATH Open1360.62151OpenAlexW2544045679MaRDI QIDQ2979604FDOQ2979604

Authors: Mohammed Badaoui, Noureddine Rhomari 

Publication date: 25 April 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1019139

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zbMATH Keywords

Sobolev spaceBernstein inequalitywavelet density estimation\(\beta\)-mixing\(\mathbb L_2(\mathbb R^d)\)-almost sure convergencerandom Hilbertian vectors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07)

Cites Work

• Ideal spatial adaptation by wavelet shrinkage
• Density estimation in Besov spaces
• Density estimation by wavelet thresholding
• Thresholding algorithms, maxisets and well-concentrated bases
• Theory of function spaces II
• Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
• Minimax estimation via wavelet shrinkage
• On Strong Mixing Conditions for Stationary Gaussian Processes
• Almost sure invariance principles for weakly dependent vector-valued random variables
• Wavelet methods in statistics: some recent developments and their applications
• Smoothing of Multivariate Data
• Approximation and exponential inequalities for sums of dependent random vectors
• Wavelet estimation of a density in a GARCH-type model
• \(\mathbb{L}_p\) adaptive density estimation in a \(\beta\) mixing framework
• Title not available (Why is that?)

Cited In (2)

• Some asymptotic results on density estimators by wavelet projections
• 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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