Adaptive wavelet estimation of a density from mixtures under multiplicative censoring
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Publication:5264001
DOI10.1080/02331888.2014.938652zbMATH Open1367.62102OpenAlexW1996679584MaRDI QIDQ5264001FDOQ5264001
Authors: Y. P. Chaubey, Christophe Chesneau, Hassan Doosti 
Publication date: 20 July 2015
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2014.938652
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Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01)
Cites Work
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- Density estimation by wavelet thresholding
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- Wavelet linear estimation for derivatives of a density from observations of mixtures with varying mixing proportions
- Estimates for distributions of components of mixtures with varying concentrations
- Adaptive wavelet estimator for a function and its derivatives in an indirect convolution model
- Asymptotically Minimax Adaptive Estimation. II. Schemes without Optimal Adaptation: Adaptive Estimators
Cited In (15)
- Wavelet estimation for derivative of a density in the presence of additive noise
- Adaptive wavelet estimation of a biased density for strongly mixing sequences
- A note on wavelet estimation of the derivatives of a regression function in a random design setting
- Stochastic evolution of distributions and functional Bollinger bands
- Wavelet pointwise estimations under multiplicative censoring
- Nonparametric estimation in a regression model with additive and multiplicative noise
- Wavelet estimation for derivative of a density in a GARCH-type model
- A note on the adaptive estimation of a multiplicative separable regression function
- Wavelet estimation of a regression model with mixed noises
- Adaptive wavelet estimations for the derivative of a density in GARCH-type model
- Wavelet Estimation of a Density in a GARCH-type Model
- Adaptive estimation of the hazard rate with multiplicative censoring
- Wavelet Estimation for Regression Convolution Model with Heteroscedastic Errors
- Adaptive and Optimal Point-Wise Estimations for Densities in GARCH-Type Model by Wavelets
- A note on the adaptive estimation of a conditional continuous-discrete multivariate density by wavelet methods
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