Multivariate intensity estimation via hyperbolic wavelet selection
نویسندگان
چکیده
منابع مشابه
Multivariate intensity estimation via hyperbolic wavelet selection
We propose a new statistical procedure able in some way to overcome the curse of dimensionality without structural assumptions on the function to estimate. It relies on a least-squares type penalized criterion and a new collection of models built from hyperbolic biorthogonal wavelet bases. We study its properties in a unifying intensity estimation framework, where an oracle-type inequality and ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2017
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2017.07.005