Adaptive wavelet estimation of a density from mixtures under multiplicative censoring

作者：Chaubey Yogendra P^*; Chesneau Christophe; Doosti Hassan

来源：Statistics, 2015, 49(3): 638-659.

DOI：10.1080/02331888.2014.938652

• wavelets
• mixture
• hard thresholding
• Besov balls
• density estimation
• 62G20
• 62G07
• 60K35

In this paper, a mixture model under multiplicative censoring is considered. We investigate the estimation of a component of the mixture (a density) from the observations. A new adaptive estimator based on wavelets and a hard thresholding rule is constructed for this problem. Under mild assumptions on the model, we study its asymptotic properties by determining an upper bound of the mean integrated squared error over a wide range of Besov balls. We prove that the obtained upper bound is sharp.

• 出版日期2015-5-4