Wavelet-Based Density Estimation in a Heteroscedastic Convolution Model
نویسندگان
چکیده
منابع مشابه
Wavelet-based density estimation in a heteroscedastic convolution model
We consider a heteroscedastic convolution density model under the “ordinary smooth assumption”. We introduce a new adaptive wavelet estimator based on term-by-term hard thresholding rule. Its asymptotic properties are explored via the minimax approach under the mean integrated squared error over Besov balls. We prove that our estimator attains near optimal rates of convergence (lower bounds are...
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2013
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610926.2011.615440