Nonparametric estimation of density under bias and multiplicative censoring via wavelet methods

The density estimation problem under bias and multiplicative censoring is considered. Adopting the wavelet approach, we construct a linear nonadaptive estimator and a nonlinear adaptive estimator. The adaptive one belongs to the family of the hard thresholding estimators. We evaluate their performances by determining upper bounds of the mean integrated squared error over a wide range of functions. Sharp upper bounds are obtained.

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Year of publication:	2012
Authors:	Abbaszadeh, Mohammad ; Chesneau, Christophe ; Doosti, Hassan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 5, p. 932-941
Publisher:	Elsevier
Subject:	Density estimation \| Multiplicative censoring \| Weighted density \| Wavelets \| Hard thresholding

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010571805