NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS

作者：Cai Juan Juan; Liang Han Ying^*

来源：International Journal of Wavelets, Multiresolution and Information Processing, 2011, 9(4): 587-609.

DOI：10.1142/S0219691311004237

• Nonlinear wavelet density estimator
• truncated data
• alpha-mixing
• mean integrated squared error
• asymptotic normality

In this paper, we provide an asymptotic expression for mean integrated squared error (MISE) of nonlinear wavelet density estimator for a truncation model. It is assumed that the lifetime observations form a stationary alpha-mixing sequence. Unlike for kernel estimator, the MISE expression of the nonlinear wavelet estimator is not affected by the presence of discontinuities in the curves. Also, we establish asymptotic normality of the nonlinear wavelet estimator.

• 出版日期2011-6
• 单位同济大学