Tree-Structured Histogram Estimation Based on a Simple Class of Wavelets

Adaptive multivariate histograms that are obtained through recursive partitioning of the sample space are studied. The central idea is to consider the tree-structured histogram as a wavelet estimator based on the orthogonal system of Haar functions. From the formula for the mean squared error a spatially adaptive data-driven smoothing method is proposed leading to an unequal bin width histogram.

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Year of publication:	1993-08
Authors:	Engel, Joachim
Institutions:	University of Bonn, Germany
Subject:	Multivariate histogram \| adaptive histogram \| tree-structured methods \| wavelets \| Haar functions

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Series:	Discussion Paper Serie A.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series Sonderforschungsbereich 303, University of Bonn, Germany 14 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005028214