Nonparametric estimation of density under bias and multiplicative censoring via wavelet methods

Mohammad Abbaszadeh*, Christophe Chesneau, Hassan Doosti

*Corresponding author for this work

Research output: Contribution to journalArticle

14 Citations (Scopus)

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 languageEnglish
Pages (from-to)932-941
Number of pages10
JournalStatistics and Probability Letters
Volume82
Issue number5
DOIs
Publication statusPublished - May 2012
Externally publishedYes

Keywords

  • Density estimation
  • Hard thresholding
  • Multiplicative censoring
  • Wavelets
  • Weighted density

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