NONPARAMETRIC ESTIMATION OF THE DERIVATIVES OF A DENSITY BY THE METHOD OF WAVELETS

Б. Л. С. Пракаса Рао · Bulletin of informatics and cybernetics · 1996

A method of estimation of the derivatives of a probability density using wavelet systems is proposed. Precise order for the integrated mean square of the proposed estimator is obtained. Key words and Phrases: Nonparametric estimation of derivative of density; Wavelets. AMS (1991) Subject classification: Primary 62 G 05.

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