NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS

被引：7

作者：

Cai, Juan-Juan ^{[1
]}

Liang, Han-Ying ^{[1
]}

机构：

[1] Tongji Univ, Dept Math, Shanghai 200092, Peoples R China

来源：

INTERNATIONAL JOURNAL OF WAVELETS MULTIRESOLUTION AND INFORMATION PROCESSING | 2011年 / 9卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Nonlinear wavelet density estimator; truncated data; alpha-mixing; mean integrated squared error; asymptotic normality; HAZARD RATE ESTIMATION; TIME-SERIES; CENSORED-DATA; BESOV-SPACES; SHRINKAGE; COEFFICIENTS; REGRESSION; MODELS; IMAGE;

D O I：

10.1142/S0219691311004237

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

In this paper, we provide an asymptotic expression for mean integrated squared error (MISE) of nonlinear wavelet density estimator for a truncation model. It is assumed that the lifetime observations form a stationary alpha-mixing sequence. Unlike for kernel estimator, the MISE expression of the nonlinear wavelet estimator is not affected by the presence of discontinuities in the curves. Also, we establish asymptotic normality of the nonlinear wavelet estimator.

引用

页码：587 / 609

页数：23

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