Cover Image

Wavelet density estimation by approximation of log-densities

Probability density estimation is considered when log-density function belongs to the Besov function class Bspq. It is shown that n-2s/(2s+1) is a lower rate of convergence in Kullback-Leibler distance. Density functions are estimated by the maximum likelihood method in sequences of regular exponential families based on wavelet basis functions.
Year of publication:
1996
Authors: Koo, Ja-Yong ; Kim, Woo-Chul
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 26.1996, 3, p. 271-278
Publisher: Elsevier
Keywords: Log-density estimation Exponential family Wavelet basis Besov spaces Rate
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005223657
Similar items by person