JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2019, Vol. 54 ›› Issue (6): 99-105.doi: 10.6040/j.issn.1671-9352.0.2018.481

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Wavelet estimation for anisotropic density functions

CAO Kai-kai   

  1. College of Applied Sciences, Beijing University of Technology, Beijing 100124, China
  • Published:2019-06-05

Abstract: This paper provides an estimation for uncompactly supported density functions based on the wavelet method over an anisotropic Besov space and gives the linear wavelet estimator, then its upper bound under Lp(2≤p<+∞) risk is obtained. Furthermore, it assumes that the density function has independent structures so that the dimension disaster is reduced, and the corresponding proof is given.

Key words: wavelets, density estimation, anisotropic, independence structure, Besov spaces

CLC Number: 

  • O174.2
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