ESTIMATION OF THE INTEGRATED SQUARED DENSITY DERIVATIVES BY WAVELETS
Б. Л. С. Пракаса Рао · Bulletin of informatics and cybernetics · 1999
The problem of estimation of the integral of the squared erivative of a probability density f is considered using wavelet orthonormal bases. For f such that f(d), the d-th derivative belongs to the Sobolev space H2, s> 0, we obtain the precise asymptotic expression for the mean integrated squared error of the wavelet estimator.