Density estimation by truncated wavelet
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Takeshi Kato
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Article
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1999
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Elsevier Science
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English
β 113 KB
The accuracy of the probability density estimate based on a ΓΏnite wavelet expansion is studied. A proper choice of the ΓΏnite sum keeps the accuracy the same as the estimate based on a formal inΓΏnite wavelet expansion.