Non linear wavelet density estimation on the real line - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2023

Non linear wavelet density estimation on the real line

Résumé

We investigate the problem of optimal density estimation on the real line $\mathbb{R}$ under $\mathbb{L}^1$ loss. We carry out a new way to select the important coefficients in some wavelet expansions. We study the resulting estimator when the density is smooth with dominated tails. This assumption is very mild and allows in particular to deal with singularities, spatially inhomogeneous smoothness, and fat tailed distributions.
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Dates et versions

hal-03915562 , version 1 (29-12-2022)
hal-03915562 , version 2 (14-02-2023)
hal-03915562 , version 3 (02-03-2023)
hal-03915562 , version 4 (06-11-2023)

Identifiants

  • HAL Id : hal-03915562 , version 4

Citer

Mathieu Sart. Non linear wavelet density estimation on the real line. 2023. ⟨hal-03915562v4⟩
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