BLOCK THRESHOLDING FOR A DENSITY ESTIMATION PROBLEM WITH A CHANGE-POINT
نویسندگان
چکیده
منابع مشابه
Block thresholding for a density estimation problem with a change-point
We consider a density estimation problem with a change-point. We develop an adaptive wavelet estimator constructed from a block thresholding rule. Adopting the minimax point of view under the Lp risk (with p ≥ 1) over Besov balls, we prove that it is near optimal.
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ژورنال
عنوان ژورنال: Asian-European Journal of Mathematics
سال: 2009
ISSN: 1793-5571,1793-7183
DOI: 10.1142/s1793557109000467