On wavelet projection kernels and the integrated squared error in density estimation

It is shown that the integrated squared errors of wavelet projection estimators of a density f satisfy both the central limit theorem and the law of the iterated logarithm under the essentially minimal assumption f∈Lp for some p>2 and very mild conditions on the scaling function.

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Year of publication:	2014
Authors:	Giné, Evarist ; Madych, W.R.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 91.2014, C, p. 32-40
Publisher:	Elsevier
Subject:	Wavelet projections \| Integrated squared error \| Linear density estimators

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

Persistent link: https://www.econbiz.de/10011040091