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Density smoothness estimation problem using a wavelet approach

Abstract

In this paper we consider a smoothness parameter estimation problem for a density function. The smoothness parameter of a function is defined in terms of Besov spaces. This paper is an extension of recent results (K. Dziedziul, M. Kucharska, B. Wolnik, Estimation of the smoothness parameter ). The construction of the estimator is based on wavelets coefficients. Although we believe that the effective estimation of the smoothness parameter is impossible in general case, we can show that it becomes possible for some classes of the density functions.

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DOI:
Digital Object Identifier (open in new tab) 10.1051/ps/2013030
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Copyright (2013 EDP Sciences, SMAI)

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Category:
Articles
Type:
artykuł w czasopiśmie wyróżnionym w JCR
Published in:
ESAIM-Probability and Statistics no. 18, pages 130 - 144,
ISSN: 1292-8100
Language:
English
Publication year:
2014
Bibliographic description:
Dziedziul K., Ćmiel B.: Density smoothness estimation problem using a wavelet approach// ESAIM-Probability and Statistics. -Vol. 18, (2014), s.130-144
DOI:
Digital Object Identifier (open in new tab) 10.1051/ps/2013030
Verified by:
Gdańsk University of Technology

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