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Density estimation in Besov spaces

Author

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  • Kerkyacharian, G.
  • Picard, D.

Abstract

One can slightly modify the usual Lp differentiability constraints of Sobolev types on densities with the help of Besov norms. This has the advantage, using the wavelets characterization of Besov spaces, to reduce the question of density estimation with Besov constraints to a problem in a sequences space, leading to very natural proofs. In this framework, we obtain the usual rate of minimax convergence and study the behaviour of a wavelet estimator.

Suggested Citation

  • Kerkyacharian, G. & Picard, D., 1992. "Density estimation in Besov spaces," Statistics & Probability Letters, Elsevier, vol. 13(1), pages 15-24, January.
    • Handle: RePEc:eee:stapro:v:13:y:1992:i:1:p:15-24
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