Wavelet linear density estimation for associated sequences

Prakasa Rao, B. L. S. (2004) Wavelet linear density estimation for associated sequences Journal of the Indian Statistical Association, 41 . pp. 369-379. ISSN 0537-2585

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Official URL: http://www.isid.ac.in/~statmath/eprints/2003/isid2...

Abstract

We develop a wavelet based linear density estimator for the estimation of the probability density function for a sequence of associated random variables with a common onedimensional probability density function and obtain bounds on Lp-losses for such estimators.

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