TY - JOUR
T1 - Nonlinear wavelet density estimation for truncated and dependent observations
AU - Cai, Juan Juan
AU - Liang, Han Ying
PY - 2011/6/1
Y1 - 2011/6/1
N2 - In this paper, we provide an asymptotic expression for mean integrated squared error (MISE) of nonlinear wavelet density estimator for a truncation model. It is assumed that the lifetime observations form a stationary α-mixing sequence. Unlike for kernel estimator, the MISE expression of the nonlinear wavelet estimator is not affected by the presence of discontinuities in the curves. Also, we establish asymptotic normality of the nonlinear wavelet estimator.
AB - In this paper, we provide an asymptotic expression for mean integrated squared error (MISE) of nonlinear wavelet density estimator for a truncation model. It is assumed that the lifetime observations form a stationary α-mixing sequence. Unlike for kernel estimator, the MISE expression of the nonlinear wavelet estimator is not affected by the presence of discontinuities in the curves. Also, we establish asymptotic normality of the nonlinear wavelet estimator.
KW - α-mixing
KW - asymptotic normality
KW - mean integrated squared error
KW - Nonlinear wavelet density estimator
KW - truncated data
UR - http://www.scopus.com/inward/record.url?scp=79960490940&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=79960490940&partnerID=8YFLogxK
U2 - 10.1142/S0219691311004237
DO - 10.1142/S0219691311004237
M3 - Article
AN - SCOPUS:79960490940
VL - 9
SP - 587
EP - 609
JO - International Journal of Wavelets, Multiresolution and Information Processing
JF - International Journal of Wavelets, Multiresolution and Information Processing
SN - 0219-6913
IS - 4
ER -