Name
Abstract | ||
|---|---|---|
We investigate the estimation of a weighted density taking the form g = w(F)f, where f denotes an unknown density, F the associated distribution function and w is a known non-negative weight. Such a class encompasses many examples, including those arising in order statistics or when g is related to the maximum or the minimum of N (random or fixed) independent and identically distributed (i.i.d.) random variables. We here construct a new adaptive non-parametric estimator for g based on a plug-in approach and the wavelets methodology. For a wide class of models, we show that it attains fast rates of convergence under the L-p risk with p >= 2 over Besov balls. Our estimator is also simple to implement and fast. We also report an extensive simulation study to support our findings. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1080/03610918.2013.851216 | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION |
Keywords | Field | DocType |
Block thresholding,Density estimation,Parallel system,Plug-in approach,Reliability,Series system,Wavelets,Weighted density,Primary 62G07,Secondary 62G20 | Econometrics,Convergence (routing),Density estimation,Random variable,Independent and identically distributed random variables,Statistics,Order statistic,Distribution function,Mathematics,Estimator,Wavelet | Journal |
Volume | Issue | ISSN |
44 | 8 | 0361-0918 |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Fabien Navarro | 1 | 0 | 1.35 |
| Christophe Chesneau | 2 | 6 | 2.26 |
| Jalal Fadili | 3 | 1184 | 80.08 |