Multiresolution Analyses and Wavelets for Density Estimation
نویسنده
چکیده
We use the concept of multiresolution analysis and orthonormal basis of wavelet functions to construct an estimator for an unknown density in a given Sobolev’s space. We show consistency with the rate of convergence equal to the optimal minimax rate of convergence. We also discuss some of the features of this new method of estimation on a numerical example.
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