The mean consistency of wavelet estimators for convolutions of the density functions

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摘要

In practical applications, people sometimes do not know whether the estimated function is smooth, and it is reasonable to consider the consistency of an estimator. Furthermore, the acquired data are usually contaminated by various random noises. In this paper, we develop the wavelet estimators for m-fold convolutions of the unknown density functions and consider their Lp(1≤p<∞) consistency under noiseless and additive noise situations, respectively. Finally, simulation studies illustrate the good performances of our nonparametric wavelet estimators.

论文关键词:62G07,42C40,62G20,Density convolution,Wavelet, Lp-consistency,Noise

论文评审过程:Received 24 June 2017, Revised 25 March 2018, Available online 2 May 2018, Version of Record 12 May 2018.

论文官网地址:https://doi.org/10.1016/j.cam.2018.04.045