Open Access
November 2018 Wavelet estimation for derivative of a density in the presence of additive noise
B. L. S. Prakasa Rao
Braz. J. Probab. Stat. 32(4): 834-850 (November 2018). DOI: 10.1214/17-BJPS369

Abstract

We construct a wavelet estimator for the derivative of a probability density function in the presence of an additive noise and study its $L_{p}$-consistency property.

Citation

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B. L. S. Prakasa Rao. "Wavelet estimation for derivative of a density in the presence of additive noise." Braz. J. Probab. Stat. 32 (4) 834 - 850, November 2018. https://doi.org/10.1214/17-BJPS369

Information

Received: 1 July 2016; Accepted: 1 July 2017; Published: November 2018
First available in Project Euclid: 17 August 2018

zbMATH: 06979603
MathSciNet: MR3845032
Digital Object Identifier: 10.1214/17-BJPS369

Keywords: Additive Noise , derivative of a probability density function , estimation , mean integrated squared error , nonparametric inference , Wavelets

Rights: Copyright © 2018 Brazilian Statistical Association

Vol.32 • No. 4 • November 2018
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