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Density estimation by truncated wavelet expansion

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  • Kato, Takeshi

Abstract

The accuracy of the probability density estimate based on a finite wavelet expansion is studied. A proper choice of the finite sum keeps the accuracy the same as the estimate based on a formal infinite wavelet expansion.

Suggested Citation

  • Kato, Takeshi, 1999. "Density estimation by truncated wavelet expansion," Statistics & Probability Letters, Elsevier, vol. 43(2), pages 159-168, June.
    • Handle: RePEc:eee:stapro:v:43:y:1999:i:2:p:159-168
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    References listed on IDEAS

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    1. Kerkyacharian, G. & Picard, D., 1992. "Density estimation in Besov spaces," Statistics & Probability Letters, Elsevier, vol. 13(1), pages 15-24, January.
    2. Kerkyacharian, Gérard & Picard, Dominique, 1993. "Density estimation by kernel and wavelets methods: Optimality of Besov spaces," Statistics & Probability Letters, Elsevier, vol. 18(4), pages 327-336, November.
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