Adaptive Density Estimation
Adaptive Density Estimation
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DOI：
10.1007/978-1-4612-2544-7_23
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发表时间：
1996-09
期刊：
影响因子：
1.5
通讯作者：
G. Kerkyacharian;D. Picard;K. Tribouley
中科院分区：
文献类型：
--
作者：
G. Kerkyacharian;D. Picard;K. Tribouley
本文给出了用小波方法进行密度自适应估计的一些结果。我们解释三种方法，每一种都有自己的优点（见[DJKP]，[KPT]，[TRIB]）。第一种是基于模拟的经验方法;带宽是用交叉验证的标准选择的。第二个是Donoho-Johnstone-Kerkyacharian-Picard过程：通过对每个细节进行阈值化来构造估计。第三个是通过阈值的总能量的细节的每一个层次。对于最后两个过程，我们研究了它们的极大极小性质。
This paper presents some results concerning the adaptive estimation of density with wavelet methods. We explain three procedures, each one having its own advantages (see [DJKP], [KPT], [TRIB]). The first one is an empirical method based on simulations; the bandwidth is chosen with a cross validated criteria. The second one is the Donoho-Johnstone-Kerkyacharian-Picard procedure: the estimate is constructed by thresholding each detail. The third one is constructed by thresholding the total energy of the details of each level. For the last two procedures, we investigate their minimax properties.