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 |
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doaj-5c312e2894c249b9a08ed70ba0e9686e2020-11-24T22:02:07ZengHindawi LimitedInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04252011-01-01201110.1155/2011/604150604150Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing SequencesChristophe Chesneau0Université de Caen-Basse Normandie, Département de Mathématiques, UFR de Sciences, 14032 Caen, FranceThe 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.http://dx.doi.org/10.1155/2011/604150 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Christophe Chesneau |
| spellingShingle |
Christophe Chesneau Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences International Journal of Mathematics and Mathematical Sciences |
| author_facet |
Christophe Chesneau |
| author_sort |
Christophe Chesneau |
| title |
Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences |
| title_short |
Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences |
| title_full |
Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences |
| title_fullStr |
Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences |
| title_full_unstemmed |
Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences |
| title_sort |
adaptive wavelet estimation of a biased density for strongly mixing sequences |
| publisher |
Hindawi Limited |
| series |
International Journal of Mathematics and Mathematical Sciences |
| issn |
0161-1712 1687-0425 |
| publishDate |
2011-01-01 |
| description |
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. |
| url |
http://dx.doi.org/10.1155/2011/604150 |
| work_keys_str_mv |
AT christophechesneau adaptivewaveletestimationofabiaseddensityforstronglymixingsequences |
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