Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences
Author(s) -
Christophe Chesneau
Publication year - 2011
Publication title -
international journal of mathematics and mathematical sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 39
eISSN - 1687-0425
pISSN - 0161-1712
DOI - 10.1155/2011/604150
Subject(s) - mathematics , estimator , mixing (physics) , wavelet , density estimation , upper and lower bounds , mean squared error , thresholding , class (philosophy) , exponential growth , adaptive estimator , statistics , mathematical analysis , artificial intelligence , computer science , physics , quantum mechanics , image (mathematics)
The estimation of a biased density for exponentially stronglymixing sequences is investigated. We construct a new adaptive waveletestimator based on a hard thresholding rule. We determine a sharpupper bound of the associated mean integrated square error for a wideclass of functions
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