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Pré-Publication, Document De Travail Année : 2016

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.
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Dates et versions

hal-01300360 , version 1 (10-04-2016)

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  • HAL Id : hal-01300360 , version 1

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Christophe Chesneau, Hassan Doosti. A note on the adaptive estimation of a conditonal continuous-discrete multivariate density by wavelet methods. 2016. ⟨hal-01300360⟩
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