A New Wavelet Linear Survival Function Estimator
Hassan Doosti · World Applied Sciences Journal · 2009
1F(x) P[X x] = > . A wavelet linear survival function n F(x) based on X1, X2,…, Xn is introduced as an estimator for n F(x) . We establish that the L p’-loss (2=r=p′= ∞) of the linear wavelet survival function estimator for a stochastic processes convergence at the rate rs 2s1 n (s s1 / p 1/p) ′ − ′+ ′′ = − + when the survival function, n F(x) belongs to the Besov space s p,q B . Strong consistency and pointwise as well as uniform of n F(x) are discussed.