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Supersmooth density estimations over L^p risk by wavelets

Supersmooth density estimations over L^p risk by wavelets
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摘要 This paper studies wavelet estimations for supersmooth density functions with additive noises. We first show lower bounds of Lprisk(1 p < ∞) with both moderately and severely ill-posed noises. Then a Shannon wavelet estimator provides optimal or nearly-optimal estimations over Lprisks for p 2, and a nearly-optimal result for 1 < p < 2 under both noises. In the nearly-optimal cases, the ratios of upper and lower bounds are determined. When p = 1, we give a nearly-optimal estimation with moderately ill-posed noise by using the Meyer wavelet. Finally, the practical estimators are considered. Our results are motivated by the work of Pensky and Vidakovic(1999), Butucea and Tsybakov(2008), Comte et al.(2006), Lacour(2006) and Lounici and Nickl(2011). This paper studies wavelet estimations for supersmooth density functions with additive noises. We first show lower bounds of Lprisk(1 p 〈 ∞) with both moderately and severely ill-posed noises. Then a Shannon wavelet estimator provides optimal or nearly-optimal estimations over L^p risks for p≥2, and a nearly-optimal result for 1 〈 p 〈 2 under both noises. In the nearly-optimal cases, the ratios of upper and lower bounds are determined. When p = 1, we give a nearly-optimal estimation with moderately ill-posed noise by using the Meyer wavelet. Finally, the practical estimators are considered. Our results are motivated by the work of Pensky and Vidakovic(1999), Butucea and Tsybakov(2008), Comte et al.(2006), Lacour(2006) and Lounici and Nickl(2011).
出处 《Science China Mathematics》 SCIE CSCD 2017年第10期1901-1922,共22页 中国科学:数学(英文版)
基金 supported by National Natural Science Foundation of China (Grant Nos. 11526150, 11601383 and 11271038)
关键词 小波估计 风险估计 超光滑 密度估计 加性噪声 密度函数 最优估计 不适定 wavelet estimation, supersmooth density, additive noise, optimality
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