Asymptotic Theory for the Multiscale Wavelet Density Derivative Estimator

DOI10.1081/STA-120023260MaRDI QIDQ4420243zbMATH OpenFDO

Authors Toshimitsu Ochiai, Kanta Naito

Publication date 14 August 2003

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

zbMATH Keywords

WaveletsKernel methodMultiscale methodDensity derivativeLinear estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• Asymptotic normality of the multiscale wavelet density estimator
• Density estimation by kernel and wavelets methods: optimality of Besov spaces
• Density estimation by wavelet thresholding
• Density estimation in Besov spaces
• Exact mean integrated squared error
• Ideal spatial adaptation by wavelet shrinkage
• Recent Developments in Nonparametric Density Estimation
• Smoothing methods in statistics
• Ten Lectures on Wavelets

Cited in

(1)

• Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results

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