Abstract
The density estimation problem under bias and multiplicative censoring is considered. Adopting the wavelet approach, we construct a linear nonadaptive estimator and a nonlinear adaptive estimator. The adaptive one belongs to the family of the hard thresholding estimators. We evaluate their performances by determining upper bounds of the mean integrated squared error over a wide range of functions. Sharp upper bounds are obtained.
Original language | English |
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Pages (from-to) | 932-941 |
Number of pages | 10 |
Journal | Statistics and Probability Letters |
Volume | 82 |
Issue number | 5 |
DOIs | |
Publication status | Published - May 2012 |
Externally published | Yes |
Keywords
- Density estimation
- Hard thresholding
- Multiplicative censoring
- Wavelets
- Weighted density