一类密度函数的线性小波估计

    Linear Wavelet Density Estimation for Biased Data

    • 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rp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 rp, 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.

       

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