DENSITY-ESTIMATION IN BESOV-SPACES

被引:144
作者
KERKYACHARIAN, G
PICARD, D
机构
[1] UNIV NANCY 1,DEPT MATH,STMIA,UFR,F-54506 VANDOEUVRE NANCY,FRANCE
[2] UNIV PARIS 07,UFR MATH,F-75221 PARIS 05,FRANCE
关键词
DENSITY ESTIMATION; SOBOLEV SPACES; BESOV NORMS;
D O I
10.1016/0167-7152(92)90231-S
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
One can slightly modify the usual L(p) differentiability constraints of Sobolev types on densities with the help of Besov norms. This has the advantage, using the wavelets characterization of Besov spaces, to reduce the question of density estimation with Besov constraints to a problem in a sequences space, leading to very natural proofs. In this framework, we obtain the usual rate of minimax convergence and study the behaviour of a wavelet estimator.
引用
收藏
页码:15 / 24
页数:10
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