一种尺度参数的确定方法

A Measure Method to Determine the Parameters

密度函数的小波估计中,尺度参数的选择是最关键的问题,如果尺度参数选择大小,则受噪声影响比较大.如果尺度参数选择过大,虽然密度函数估计较好,但密度估计的曲线大幅振荡.通过在多维空间中,基于小波的多分辨分析理论对多变量密度函数进行的小波估计,提出了利用Fisher信息来确定尺度参数的新方法.

The scale parameter selection is the key problem in wavelet estimators of density function.Small values of this parameter lead to the estimators not so accurate due to the influences of noise while large values lead to the wavelet estimation curve which is greatly oscillation.Based on wavelet multi-resolution analysis and the wavelets estimators of the multivariate density function,a new method to confirm the scale parameter by Fisher information is proposed.