Wavelet Optimal Estimations for Density Functions under Severely Ill-Posed Noises

Motivated by Lounici and Nickl's work (2011), this paper considers the problem of estimation of a density f based on an independent and identically distributed sample Y1,…,Yn from g=f*φ. We show a wavelet optimal estimation for a density (function) over Besov ball Br,qs(L) and Lp risk (1≤p<...

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Main Authors: Rui Li, Youming Liu
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2013/260573
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author Rui Li
Youming Liu
author_facet Rui Li
Youming Liu
author_sort Rui Li
collection DOAJ
description Motivated by Lounici and Nickl's work (2011), this paper considers the problem of estimation of a density f based on an independent and identically distributed sample Y1,…,Yn from g=f*φ. We show a wavelet optimal estimation for a density (function) over Besov ball Br,qs(L) and Lp risk (1≤p<∞) in the presence of severely ill-posed noises. A wavelet linear estimation is firstly presented. Then, we prove a lower bound, which shows our wavelet estimator optimal. In other words, nonlinear wavelet estimations are not needed in that case. It turns out that our results extend some theorems of Pensky and Vidakovic (1999), as well as Fan and Koo (2002).
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institution Kabale University
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series Abstract and Applied Analysis
spelling doaj-art-b7889df20ce646e08a4d75d8fbffeeff2025-02-03T06:42:15ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/260573260573Wavelet Optimal Estimations for Density Functions under Severely Ill-Posed NoisesRui Li0Youming Liu1Department of Applied Mathematics, Beijing University of Technology, Pingle Yuan 100, Beijing 100124, ChinaDepartment of Applied Mathematics, Beijing University of Technology, Pingle Yuan 100, Beijing 100124, ChinaMotivated by Lounici and Nickl's work (2011), this paper considers the problem of estimation of a density f based on an independent and identically distributed sample Y1,…,Yn from g=f*φ. We show a wavelet optimal estimation for a density (function) over Besov ball Br,qs(L) and Lp risk (1≤p<∞) in the presence of severely ill-posed noises. A wavelet linear estimation is firstly presented. Then, we prove a lower bound, which shows our wavelet estimator optimal. In other words, nonlinear wavelet estimations are not needed in that case. It turns out that our results extend some theorems of Pensky and Vidakovic (1999), as well as Fan and Koo (2002).http://dx.doi.org/10.1155/2013/260573
spellingShingle Rui Li
Youming Liu
Wavelet Optimal Estimations for Density Functions under Severely Ill-Posed Noises
Abstract and Applied Analysis
title Wavelet Optimal Estimations for Density Functions under Severely Ill-Posed Noises
title_full Wavelet Optimal Estimations for Density Functions under Severely Ill-Posed Noises
title_fullStr Wavelet Optimal Estimations for Density Functions under Severely Ill-Posed Noises
title_full_unstemmed Wavelet Optimal Estimations for Density Functions under Severely Ill-Posed Noises
title_short Wavelet Optimal Estimations for Density Functions under Severely Ill-Posed Noises
title_sort wavelet optimal estimations for density functions under severely ill posed noises
url http://dx.doi.org/10.1155/2013/260573
work_keys_str_mv AT ruili waveletoptimalestimationsfordensityfunctionsunderseverelyillposednoises
AT youmingliu waveletoptimalestimationsfordensityfunctionsunderseverelyillposednoises