Wavelet estimators of a density constructed from observations of a mixture
D. I. Pokhyl'ko · Theory of Probability and Mathematical Statistics · 2005
We construct projective estimators of a density by using a wavelet basis for the data being a sample from a mixture of several components whose concentrations vary with observations. We construct linear and adaptive estimators and prove that they converge in the mean square norm. We also prove that the linear estimator converges in the uniform norm.