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

DOI10.1080/03610929908832345zbMath0920.62063OpenAlexW2060888714MaRDI 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 theoremdensity estimationgoodness-of-fit testwavelet density estimator

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (7)

A central limit theorem for the \(L_2\) error of positive wavelet density estimator ⋮ On the integrated squared error of the linear wavelet density estimator ⋮ On the integrated mean squared error of wavelet density estimation for linear processes ⋮ 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) ⋮ On wavelet projection kernels and the integrated squared error in density estimation ⋮ Asymptotic normality for wavelet deconvolution density estimators ⋮ A law of the iterated logarithm for 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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