Data-based optimal smoothing of a wavele
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H. Luo; J.E. Angus
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Article
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1997
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Elsevier Science
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English
โ 887 KB
The problem of estimating a probability density function based on a complete random sample using a wavelet-based orthogonal expansion ie considered. We introduce linear modifications to the empirical wavelet expansion coefficients to control the smoothness of the estimator. A method for estimating t