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Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences

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  • Christophe Chesneau

Abstract

The estimation of a biased density for exponentially strongly mixing sequences is investigated. We construct a new adaptive wavelet estimator based on a hard thresholding rule. We determine a sharp upper bound of the associated mean integrated square error for a wide class of functions.

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  • Christophe Chesneau, 2011. "Adaptive Wavelet Estimation of a Biased Density for Strongly Mixing Sequences," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2011, pages 1-21, April.
    • Handle: RePEc:hin:jijmms:604150
    DOI: 10.1155/2011/604150
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