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Wavelet estimations for density derivatives 被引量:2

Wavelet estimations for density derivatives
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摘要 Donoho et al. in 1996 have made almost perfect achievements in wavelet estimation for a density function f in Besov spaces Bsr,q(R). Motivated by their work, we define new linear and nonlinear wavelet estimators flin,nm, fnonn,m for density derivatives f(m). It turns out that the linear estimation E(‖flinn,m-f(m)‖p) for f(m) ∈ Bsr,q(R) attains the optimal when r≥ p, and the nonlinear one E(‖fnonn,m-f(m)‖p) does the same if r≤p/2(s+m)+1 . In addition, our method is applied to Sobolev spaces with non-negative integer exponents as well. Donoho et al. in 1996 have made almost perfect achievements in wavelet estimation for a density function f in Besov spaces Bsr,q(R). Motivated by their work, we define new linear and nonlinear wavelet estimators flin,nm, fnonn,m for density derivatives f(m). It turns out that the linear estimation E(‖flinn,m-f(m)‖p) for f(m) ∈ Bsr,q(R) attains the optimal when r≥ p, and the nonlinear one E(‖fnonn,m-f(m)‖p) does the same if r≤p/2(s+m)+1 . In addition, our method is applied to Sobolev spaces with non-negative integer exponents as well.
出处 《Science China Mathematics》 SCIE 2013年第3期483-495,共13页 中国科学:数学(英文版)
基金 supported by National Natural Science Foundation of China (Grant No.11271038) Natural Science Foundation of Beijing (Grant No. 1082003)
关键词 wavelet estimators OPTIMALITY Besov spaces Sobolev spaces density derivative 非线性小波估计 密度函数 工具 衍生 Sobolev空间 Besov空间 线性估计 非负整数
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