Wavelet linear density estimation for associated stratified size-biased sample

Christophe Chesneau*, Isha Dewan, Hassan Doosti

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

18 Citations (Scopus)

Abstract

Ramirez and Vidakovic [(2010), 'Wavelet Density Estimation for Stratified Size-Biased Sample', Journal of Statistical Planning and Inference, 140, 419-432] considered an estimator of the density function based on wavelets with independent stratified random variables from weighted distributions. They proved that it is L 2-consistent. In this paper, we complete this result by determining the rate of convergence attained by a slightly modified version of their estimator (including an estimator of the normalisation parameters). Then, we explore the case when the random variables are negatively and positively associated within strata. The theory is illustrated with a simulation study.

Original languageEnglish
Pages (from-to)429-445
Number of pages17
JournalJournal of Nonparametric Statistics
Volume24
Issue number2
DOIs
Publication statusPublished - Jun 2012
Externally publishedYes

Keywords

  • density estimation
  • negative and positive dependence
  • random stratified sample
  • wavelets

Fingerprint Dive into the research topics of 'Wavelet linear density estimation for associated stratified size-biased sample'. Together they form a unique fingerprint.

Cite this