On distribution of error of linear wavelet estimator of probability density (Q852266)
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scientific article; zbMATH DE number 5076494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On distribution of error of linear wavelet estimator of probability density |
scientific article; zbMATH DE number 5076494 |
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On distribution of error of linear wavelet estimator of probability density (English)
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28 November 2006
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We establish the asymptotic normality of the squared \(L^2\)-norm of the approximation error of a linear wavelet estimator of the density of a distribution. The calculations are based on the smallness of correlations between the coefficients of the high-frequency part of the multiresolution expansion of the estimator.
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central limit theorem
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density estimator
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squared error
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