On the asymptotlc normality for l2-error of wavelei density estimator with application

DOI10.1080/03610929908832345zbMath0920.62063MaRDI QIDQ4241677

Zhongguo Zheng, Shuanglin Zhang

Publication date: 14 June 1999

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

Full work available at URL: https://doi.org/10.1080/03610929908832345

zbMATH Keywords

central limit theorem; density estimation; goodness-of-fit test; wavelet density estimator

Mathematics Subject Classification ID

62G07: Density estimation

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

Related Items

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), A law of the iterated logarithm for wavelet density estimator, A central limit theorem for the \(L_2\) error of positive wavelet density estimator

Cites Work

• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Central limit theorems for \(L_ p\)-norms of density estimators
• On \(L_ p\)-norms of multivariate density estimators
• Density estimation in Besov spaces
• Density estimation by kernel and wavelets methods: optimality of Besov spaces
• Probability density estimation from dependent observations using wavelets orthonormal bases
• On minimax wavelet estimators
• Density estimation by wavelet thresholding
• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
• Asymptotic normality of the multiscale wavelet density estimator
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