Pakistan Science Abstracts
Article details & metrics
No Detail Found!!
Wavelet-based estimators of the integrated squared density derivatives for mixing sequences.
Author(s):
1. N. Hosseinioun: Department of Statistics, School of Mathematical Sciences, Ferdowsi University of Mashhad, Iran
2. H. Doosti: Department of Statistics, School of Mathematical Sciences, Ferdowsi University of Mashhad, Iran
3. H. A. Niroumand: Department of Statistics, School of Mathematical Sciences, Ferdowsi University of Mashhad, Iran
Abstract:
The problem of estimation of the squared derivative of a probability density ƒ is considered using wavelet orthogonal bases. We obtain the precise asymptotic expression for the mean integrated error of the wavelet estimators when the process is strongly mixing. We show that the proposed estimator attains the same rate as when the observations are independent. Certain week dependence conditions are imposed to the {Xi} defined in {Ω, N, P).
Page(s): 341-350
DOI: DOI not available
Published: Journal: Pakistan Journal of Statistics, Volume: 25, Issue: 3, Year: 2009
Keywords:
Keywords are not available for this article.
References:
References are not available for this document.
Citations
Citations are not available for this document.
0

Citations

0

Downloads

14

Views