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Density smoothness estimation problem using a wavelet approach

In this paper we consider a smoothness parameter estimation problem for a density function. The smoothness parameter of a function is defined in terms of Besov spaces. This paper is an extension of recent results (K. Dziedziul, M. Kucharska, B. Wolnik, Estimation of the smoothness parameter ). The construction of the estimator is based on wavelets coefficients. Although we believe that the effective estimation of the smoothness parameter is impossible in general case, we can show that it becomes possible for some classes of the density functions.

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DOI
Digital Object Identifier link open in new tab 10.1051/ps/2013030
Category
Publikacja w czasopiśmie
Type
artykuł w czasopiśmie wyróżnionym w JCR
Language
angielski
Publication year
2014

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