Items for "density estimator"

Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations

In this paper, we discuss the global L₂ error of the nonlinear wavelet estimators of the density function in the Besov space B_pq^s, when the survival times form a stationary α-mixing sequence, and prove that the nonlinear wavelet estimators can achieve the optimal rate of convergence, which is similar to the result of Donoho et al...

Keywords: nonlinear wavelet estimator, right censoring, density estimator, hazard rate estimator, alpha-mixing sequence