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.

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Bibliographic Details
Main Author: Christophe Chesneau
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
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