具有乘法噪声密度导函数的小波点态估计
Wavelet Pointwise Estimation of the Derivative of Density Based on Biased Data
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摘要: 利用小波方法研究一类带乘法噪声密度导函数的点态估计问题,构造了密度导函数的小波估计器,并给出其在Hölder空间中的点态收敛阶的上界,结果表明小波估计器的收敛阶上界对任意x是一致的.Abstract: The pointwise estimation for the density derivative function with multiplicative noises by wavelets was discussed. Wavelet estimator of the density derivative function was constructed and the upper bounds over Hölder space were provided. Results show that the upper bounds of the convergence order of the wavelet estimator are the same for any x.