On Distribution of Error of Linear Wavelet Estimator of Probability Density |
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Authors: | V V Yurinsky J M Dos Reis Gama |
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Institution: | (1) Departamento de Matematica, Universidade da Beira Interior Rua Marques d’Avila e Bolama, 6201-001 Covilha, Portugal |
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Abstract: | We establish the asymptotic normality of the squared L
2-norm of the approximation error of a linear wavelet estimator of the density of a distribution. The calculations are based on the smallness of correlations between the coefficients of the high-frequency part of the multiresolution expansion of the estimator.Supported by the FCT Foundation (Portugal) in the framework of the project Probability and Statistics (2000–2002), Centro de Matematica, Universidade da Beira Interior.__________Translated from Lietuvos Matematikos Rinkinys, Vol. 45, No. 2, pp. 184–207, April–June, 2005. |
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Keywords: | central limit theorem density estimator wavelet squared error |
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