A note on the adaptive estimation of a conditonal continuous-discrete multivariate density by wavelet methods
Résumé
In this note we investigate the estimation of a multivariate continuous-discrete conditional density. We develop an adaptive estimator based on wavelet methods. We prove its good theoretical performance by determining sharp rates of convergence under the Lp risk with p ≥ 1 for a wide class of unknown conditional density. A simulation study illustrates the good practical performances of our estimator.
Domaines
Statistiques [math.ST]Origine | Fichiers produits par l'(les) auteur(s) |
---|
Loading...