On a Plug-In Wavelet Estimator for Convolutions of Densities - Archive ouverte HAL
Article Dans Une Revue Journal of Statistical Theory and Practice Année : 2014

On a Plug-In Wavelet Estimator for Convolutions of Densities

Résumé

The nonparametric estimation of the m-fold convolution power of an unknown function f is considered. We introduce an estimator based on a plug-in approach and a wavelet hard thresholding estimator. We explore its theoretical asymptotic performances via the mean integrated squared error assuming that f has a certain degree of smoothness. Applications and numerical examples are given for the standard density estimation problem and the deconvolution density estimation problem.
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Dates et versions

hal-00625912 , version 1 (22-09-2011)
hal-00625912 , version 2 (04-04-2013)

Identifiants

Citer

Christophe Chesneau, Fabien Navarro. On a Plug-In Wavelet Estimator for Convolutions of Densities. Journal of Statistical Theory and Practice, 2014, 8 (4), ⟨10.1080/15598608.2013.824824⟩. ⟨hal-00625912v2⟩
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