TY - JOUR
T1 - A note on the adaptive estimation of a conditional continuous-discrete multivariate density by wavelet methods
AU - Chesneau, Christophe
AU - Doosti, Hassan
N1 - Copyright the Author(s) 2018. Version archived for private and non-commercial use with the permission of the author/s and according to publisher conditions. For further rights please contact the publisher.
PY - 2016/6/30
Y1 - 2016/6/30
N2 - 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 densities. A simulation study illustrates the good practical performance of our estimator.
AB - 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 densities. A simulation study illustrates the good practical performance of our estimator.
U2 - 10.1155/2016/6204874
DO - 10.1155/2016/6204874
M3 - Article
SN - 2314-8071
VL - 2016
SP - 1
EP - 8
JO - Chinese Journal of Mathematics
JF - Chinese Journal of Mathematics
M1 - 6204874
ER -