ESTIMATION OF THE INTEGRATED SQUARED DENSITY DERIVATIVES BY WAVELETS
- Publication date
- Publisher
- 統計科学研究会
Abstract
The problem of estimation of the integral of the squared derivative of a probability density f is considered using wavelet orthonormal bases. For f such that f(d), the d-th derivative belongs to the Sobolev space H2s,s>0, we obtain the precise asymptotic expression for the mean integrated squared error of the wavelet estimator