Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences
The estimation of a biased density for exponentially strongly mixing sequences is investigated. We construct a new adaptive wavelet estimator based on a hard thresholding rule. We determine a sharp upper bound of the associated mean integrated square error for a wide class of functions.
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2011-01-01
|
| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2011/604150 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832555990975774720 |
|---|---|
| author | Christophe Chesneau |
| author_facet | Christophe Chesneau |
| author_sort | Christophe Chesneau |
| collection | DOAJ |
| description | The estimation of a biased density for exponentially strongly
mixing sequences is investigated. We construct a new adaptive wavelet
estimator based on a hard thresholding rule. We determine a sharp
upper bound of the associated mean integrated square error for a wide
class of functions. |
| format | Article |
| id | doaj-art-5c312e2894c249b9a08ed70ba0e9686e |
| institution | Kabale University |
| issn | 0161-1712 1687-0425 |
| language | English |
| publishDate | 2011-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Mathematics and Mathematical Sciences |
| spelling | doaj-art-5c312e2894c249b9a08ed70ba0e9686e2025-02-03T05:46:40ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04252011-01-01201110.1155/2011/604150604150Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing SequencesChristophe Chesneau0Université de Caen-Basse Normandie, Département de Mathématiques, UFR de Sciences, 14032 Caen, FranceThe estimation of a biased density for exponentially strongly mixing sequences is investigated. We construct a new adaptive wavelet estimator based on a hard thresholding rule. We determine a sharp upper bound of the associated mean integrated square error for a wide class of functions.http://dx.doi.org/10.1155/2011/604150 |
| spellingShingle | Christophe Chesneau Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences International Journal of Mathematics and Mathematical Sciences |
| title | Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences |
| title_full | Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences |
| title_fullStr | Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences |
| title_full_unstemmed | Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences |
| title_short | Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences |
| title_sort | adaptive wavelet estimation of a biased density for strongly mixing sequences |
| url | http://dx.doi.org/10.1155/2011/604150 |
| work_keys_str_mv | AT christophechesneau adaptivewaveletestimationofabiaseddensityforstronglymixingsequences |