Search Results - subject:"nonlinear wavelet estimator"

Nonlinear wavelet smoothing of error distribution in a semi-parametric model

Li, Z.; Chai, G.; Xu, K. - University of Bonn, Germany - 1997

unknown distribution f(e). In this paper, we propose a nonlinear wavelet estimator ^f(e) of f(e) based on residuals ê =yi …

Persistent link: https://www.econbiz.de/10004968193

Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations

Liang, Han-Ying; Mammitzsch, Volker; Steinebach, Josef - In: Statistics & Decisions 23 (2005) 3, pp. 161-180

Summary In this paper, we discuss the global L 2 error of the nonlinear wavelet estimators of the density function in the Besov space B s pq , when the survival times form a stationary α-mixing sequence, and prove that the nonlinear wavelet estimators can achieve the optimal rate of...

Persistent link: https://www.econbiz.de/10014621306