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Adaptive wavelet estimation of a density from mixtures under multiplicative censoring

Abstract

In this paper, a mixture model under multiplicative censoring is considered. We investigate the estimation of a component of the mixture (a density) from the observations. A new adaptive estimator based on wavelets and a hard thresholding rule is constructed for this problem. Under mild assumptions on the model, we study its asymptotic properties by determining an upper bound of the mean integrated squared error over a wide range of Besov balls. We prove that the obtained upper bound is sharp.
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Dates and versions

hal-00918069 , version 1 (12-12-2013)

Identifiers

  • HAL Id : hal-00918069 , version 1

Cite

Yogendra P. Chaubey, Christophe Chesneau, Hassan Doosti. Adaptive wavelet estimation of a density from mixtures under multiplicative censoring. 2013. ⟨hal-00918069⟩
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