NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS
From MaRDI portal
Publication:3087505
DOI10.1142/S0219691311004237zbMath1219.62063OpenAlexW1990154504MaRDI QIDQ3087505
Publication date: 16 August 2011
Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219691311004237
asymptotic normalitymean integrated squared errortruncated data\(\alpha \)-mixingnonlinear wavelet density estimator
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Numerical methods for wavelets (65T60)
Related Items (5)
NONLINEAR WAVELET ESTIMATION OF CONDITIONAL DENSITY UNDER LEFT-TRUNCATED AND α-MIXING ASSUMPTIONS ⋮ Nonlinear wavelet density estimation with data missing at random when covariates are present ⋮ Convergence rate of wavelet density estimator with data missing randomly when covariables are present ⋮ A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence ⋮ Global L2 error of wavelet density estimator with truncated and strong mixing observations
Cites Work
- Unnamed Item
- Density estimation in Besov spaces
- Nonparametric function estimation involving time series
- Density estimation by kernel and wavelets methods: optimality of Besov spaces
- Non-linear wavelet-based density estimators under random censorship
- Nonparametric quantile estimation with correlated failure time data
- Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
- Random truncation models and Markov processes
- IMAGE AND AUDIO-SPEECH DENOISING BASED ON HIGHER-ORDER STATISTICAL MODELING OF WAVELET COEFFICIENTS AND LOCAL VARIANCE ESTIMATION
- Some Limit Theorems for Random Functions. I
- ESTIMATIONS AND OPTIMAL DESIGNS FOR TWO-DIMENSIONAL HAAR-WAVELET REGRESSION MODELS
- EFFICIENT STATISTICAL MODELING OF WAVELET COEFFICIENTS FOR IMAGE DENOISING
- Conditions for linear processes to be strong-mixing
- Ten Lectures on Wavelets
- On the Strong Mixing Property for Linear Sequences
- Density and Hazard Rate Estimation for Right-Censored Data by Using Wavelet Methods
- Ideal spatial adaptation by wavelet shrinkage
- HAZARD RATE ESTIMATION FOR CENSORED DATA BY WAVELET METHODS
- Estimating a distribution function with truncated data
- Survival function and density estimation for truncated dependent data
- Asymptotics for wavelet based estimates of piecewise smooth regression for stationary time series
This page was built for publication: NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS
