Multivariate wavelet density estimation for strong mixing stratified size-biased sample

被引:0
作者
Kou, Junke [1 ]
Cui, Kaili [1 ]
机构
[1] Guilin Univ Elect Technol, Sch Math & Computat Sci, Guilin 541004, Guangxi, Peoples R China
基金
中国国家自然科学基金;
关键词
Multivariate density estimation; mean integrated squared error; stratified size-biased; strong mixing; wavelets;
D O I
10.1080/03610926.2021.1941111
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper considers wavelet estimations of a multivariate density function based on stratified size-biased and strong mixing data. We provide upper bounds of the mean integrated squared error for linear and nonlinear wavelet estimators in Besov space B-p,q(s)(Rd). It is shown that the linear estimator achieves the optimal convergence rate in the case of p >= 2. Moreover, the convergence rate of nonlinear estimator coincides with the optimal convergence rate up to a ln N factor for p is an element of[1,+infinity). In addition, the nonlinear wavelet estimator is adaptive.
引用
收藏
页码:1888 / 1904
页数:17
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