多小波密度函数估计方法

Estimation methodology for a multiwavelet density function

密度估计在解决一些统计问题中有着重要的作用,基于小波基的正交性和良好的自适应性,密度函数估计的小波方法比传统非参数密度估计方法有着一定的优越性。本文基于密度函数估计的单小波方法推广到多小波密度估计中,并对多小波密度函数线性估计进行稳健性分析,得到其收敛阶。最后用此方法对实验数据进行处理,通过实例分析说明多小波密度函数估计方法的有效性。

Density estimation plays a crucial role in the solution of statistical problems. By virtue of the orthogonality and adaptation of wavelet basis,wavelet density estimation is superior to nonparametric density estimation in many aspects. In this paper,we generalize a multiwavelet density estimation method to obtain order of convergence by robustness analysis. Finally,the experimental data were compared with the results from the proposed method confirming the effectiveness of the multiwavelet density function method.