Density estimation with Haar series

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Orthogonal series density estimation

Orthogonal series density estimation is a powerful nonparametric estimation methodology that allows one to analyze and present data at hand without any prior opinion about shape of an underlying density. The idea of construction of an adaptive orthogonal series density estimator is explained on the classical example of a direct sample from a univariate density. Data-driven estimators, which hav...

متن کامل

Nonparametric density estimation for positive time series

The Gaussian kernel density estimator is known to have substantial problems for bounded random variables with high density at the boundaries. For i.i.d. data several solutions have been put forward to solve this boundary problem. In this paper we propose the gamma kernel estimator as density estimator for positive data from a stationary α-mixing process. We derive the mean integrated squared er...

متن کامل

Comparison of the Gamma kernel and the orthogonal series methods of density estimation

The standard kernel density estimator suffers from a boundary bias issue for probability density function of distributions on the positive real line. The Gamma kernel estimators and orthogonal series estimators are two alternatives which are free of boundary bias. In this paper, a simulation study is conducted to compare small-sample performance of the Gamma kernel estimators and the orthog...

متن کامل

Haar Wavelet Analysis of climatic Time Series

In order to extract the intrinsic information of climatic time series from background red noise, we will first give an analytic formula on the distribution of Haar wavelet power spectra of red noise in a rigorous statistical framework. The relation between scale aand Fourier period T for the Morlet wavelet is a= 0.97T . However, for Haar wavelet, the corresponding formula is a= 0.37T . Since fo...

متن کامل

Integration of Multivariate Haar Wavelet Series

This article considers the error of integrating multivariate Haar wavelet series by quasi-Monte Carlo rules using scrambled digital nets. Both the worst-case and random-case errors are analyzed. It is shown that scrambled net quadrature has optimal order. Moreover, there is a simple formula for the worst-case error.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Statistics & Probability Letters

سال: 1990

ISSN: 0167-7152

DOI: 10.1016/0167-7152(92)90003-n