一类密度函数的线性小波估计
Linear Wavelet Density Estimation for Biased Data
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摘要: 为了给出估计器在Lp风险意义下的收敛阶, 利用小波方法针对一类含噪声的密度函数, 构造了线性小波估计器.特别地, 当r≥p时, 线性小波估计器构造简单且收敛阶优于非线性估计器.另外, 当偏差函数g(x) ≡1时, 所研究模型对应于不含噪声的情形, 得到的收敛阶为最佳收敛阶, 从而推广了已有结果.Abstract: To obtain Lp risk convergence rate, for a kind of density which has noise data, the linear wavelet estimator is constructed. In particular, when r≥p, the linear wavelets estimator is simple and the convergence rate is better than nonlinear estimator. In addition, when the bias function g(x) ≡1, the model is the case which has no noise, and the convergence rate is optimal and generalizes the result which was gotten.