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Bayesian hierarchical model 1 Density and distribution function estimation 1 Dirichlet priors 1 Wavelets 1
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Angers, Jean-Francois 1 MacGibbon, Brenda 1
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Statistics & Probability Letters 1
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Hazard function estimation with nonnegative “wavelets”
Angers, Jean-Francois; MacGibbon, Brenda - In: Statistics & Probability Letters 83 (2013) 4, pp. 969-978
Wavelets have been successfully used for nonparametric function estimation, but for density and hazard functions, estimators must be nonnegative. In this paper, we develop a quasi-continuous nonnegative “wavelet” basis from Daubechies wavelets with good approximation properties. Using this...
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