Brazilian Journal of Probability and Statistics

Wavelet estimation for derivative of a density in the presence of additive noise

B. L. S. Prakasa Rao

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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.

Article information

Source
Braz. J. Probab. Stat., Volume 32, Number 4 (2018), 834-850.

Dates
Received: July 2016
Accepted: July 2017
First available in Project Euclid: 17 August 2018

Permanent link to this document
https://projecteuclid.org/euclid.bjps/1534492904

Digital Object Identifier
doi:10.1214/17-BJPS369

Mathematical Reviews number (MathSciNet)
MR3845032

Zentralblatt MATH identifier
06979603

Keywords
Additive noise derivative of a probability density function estimation mean integrated squared error nonparametric inference wavelets

Citation

Prakasa Rao, B. L. S. Wavelet estimation for derivative of a density in the presence of additive noise. Braz. J. Probab. Stat. 32 (2018), no. 4, 834--850. doi:10.1214/17-BJPS369. https://projecteuclid.org/euclid.bjps/1534492904


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