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On the L 1 ‐consistency of wavelet density estimates
Author(s) -
Chacón José E.,
RodríguezCasal Alberto
Publication year - 2005
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.1002/cjs.5550330402
Subject(s) - wavelet , estimator , consistency (knowledge bases) , mathematics , econometrics , statistics , computer science , artificial intelligence , discrete mathematics
The authors analyze the L 1 performance of wavelet density estimators. They prove that under mild conditions on the family of wavelets, such estimates are universally consistent in the L 1 sense.
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