On the integrated squared error of the linear wavelet density estimator

DOI10.1016/J.JSPI.2013.03.023zbMATH Open1432.62088arXiv1210.7850OpenAlexW2068488232MaRDI QIDQ394569FDOQ394569

Authors: Lu Lu 

Publication date: 27 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Abstract: Linear wavelet density estimators are wavelet projections of the empirical measure based on independent, identically distributed observations. We study here the law of the iterated logarithm (LIL) and a Berry-Esseen type theorem. These results are proved under different assumptions on the density $f$ that are different from those needed for similar results in the case of convolution kernels (KDE): whereas the smoothness requirements are much less stringent than for the KDE, Riemann integrability assumptions are needed in order to compute the asymptotic variance, which gives the scaling constant in LIL. To study the Berry-Esseen type theorem, a rate of convergence result in the martingale CLT is used.

Full work available at URL: https://arxiv.org/abs/1210.7850

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zbMATH Keywords

law of iterated logarithmintegrated squared errorlinear wavelet density estimationrate of convergence in CLT

Mathematics Subject Classification ID

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

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Cited In (10)

• 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)
• On distribution of error of linear wavelet estimator of probability density
• The radial wavelet frame density estimator
• On the integrated mean squared error of wavelet density estimation for linear processes
• A law of the iterated logarithm for wavelet density estimator
• On the uniform consistency of the Bernstein density estimator
• 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
• Title not available (Why is that?)

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