Optimal Wavelet Estimation of Density Derivatives for Size-Biased Data

A perfect achievement has been made for wavelet density estimation by Dohono et al. in 1996, when the samples without any noise are independent and identically distributed (i.i.d.). But in many practical applications, the random samples always have noises, and estimation of the density derivatives i...

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Main Authors: Jinru Wang, Zijuan Geng, Fengfeng Jin
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/512634
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author Jinru Wang
Zijuan Geng
Fengfeng Jin
author_facet Jinru Wang
Zijuan Geng
Fengfeng Jin
author_sort Jinru Wang
collection DOAJ
description A perfect achievement has been made for wavelet density estimation by Dohono et al. in 1996, when the samples without any noise are independent and identically distributed (i.i.d.). But in many practical applications, the random samples always have noises, and estimation of the density derivatives is very important for detecting possible bumps in the associated density. Motivated by Dohono's work, we propose new linear and nonlinear wavelet estimators f^lin(m),f^non(m) for density derivatives f(m) when the random samples have size-bias. It turns out that the linear estimation E(∥f^lin(m)-f(m)∥p) for f(m)∈Br,qs(A,L) attains the optimal covergence rate when r≥p, and the nonlinear one E(∥f^lin(m)-f(m)∥p) does the same if r<p.
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institution Kabale University
issn 1085-3375
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language English
publishDate 2014-01-01
publisher Wiley
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series Abstract and Applied Analysis
spelling doaj-art-daa5747f1e654fec8c0f94ad74ae3cc22025-02-03T05:52:06ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/512634512634Optimal Wavelet Estimation of Density Derivatives for Size-Biased DataJinru Wang0Zijuan Geng1Fengfeng Jin2Department of Applied Mathematics, Beijing University of Technology, Beijing 100124, ChinaDepartment of Applied Mathematics, Beijing University of Technology, Beijing 100124, ChinaDepartment of Applied Mathematics, Beijing University of Technology, Beijing 100124, ChinaA perfect achievement has been made for wavelet density estimation by Dohono et al. in 1996, when the samples without any noise are independent and identically distributed (i.i.d.). But in many practical applications, the random samples always have noises, and estimation of the density derivatives is very important for detecting possible bumps in the associated density. Motivated by Dohono's work, we propose new linear and nonlinear wavelet estimators f^lin(m),f^non(m) for density derivatives f(m) when the random samples have size-bias. It turns out that the linear estimation E(∥f^lin(m)-f(m)∥p) for f(m)∈Br,qs(A,L) attains the optimal covergence rate when r≥p, and the nonlinear one E(∥f^lin(m)-f(m)∥p) does the same if r<p.http://dx.doi.org/10.1155/2014/512634
spellingShingle Jinru Wang
Zijuan Geng
Fengfeng Jin
Optimal Wavelet Estimation of Density Derivatives for Size-Biased Data
Abstract and Applied Analysis
title Optimal Wavelet Estimation of Density Derivatives for Size-Biased Data
title_full Optimal Wavelet Estimation of Density Derivatives for Size-Biased Data
title_fullStr Optimal Wavelet Estimation of Density Derivatives for Size-Biased Data
title_full_unstemmed Optimal Wavelet Estimation of Density Derivatives for Size-Biased Data
title_short Optimal Wavelet Estimation of Density Derivatives for Size-Biased Data
title_sort optimal wavelet estimation of density derivatives for size biased data
url http://dx.doi.org/10.1155/2014/512634
work_keys_str_mv AT jinruwang optimalwaveletestimationofdensityderivativesforsizebiaseddata
AT zijuangeng optimalwaveletestimationofdensityderivativesforsizebiaseddata
AT fengfengjin optimalwaveletestimationofdensityderivativesforsizebiaseddata