Title
Point-wise estimation for anisotropic densities.
Abstract
This paper considers point-wise estimation of density functions under the local anisotropic Hölder condition by the wavelet method. A linear wavelet estimate is first introduced and shown to be optimal. A data driven version is provided for adaptivity and the influence of the dimension is reduced under the independence structure of the estimated density.
Year
DOI
Venue
2019
10.1016/j.jmva.2018.11.014
Journal of Multivariate Analysis
Keywords
Field
DocType
62G07,62G20,42C40
Applied mathematics,Data-driven,Anisotropy,Hölder condition,Statistics,Mathematics,Wavelet
Journal
Volume
ISSN
Citations 
171
0047-259X
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
Youming Liu172.68
Cong Wu200.68