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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| Format: | Article |
| Language: | English |
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Hindawi Limited
2011-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2011/604150 |