The expansion of a distribution or function in regular orthogonal wavelets is considered. The expansion of a function is shown to converge uniformly on compact subsets of intervals of continuity. The expansion of a distribution is shown to converge pointwise to the value of the distribution where it
β¦ LIBER β¦
Pointwise optimality of Bayesian wavelet estimators
β Scribed by Felix Abramovich; Claudia Angelini; Daniela De Canditiis
- Publisher
- Springer Japan
- Year
- 2006
- Tongue
- English
- Weight
- 134 KB
- Volume
- 59
- Category
- Article
- ISSN
- 0020-3157
No coin nor oath required. For personal study only.
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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