Wavelet density estimation by approximation of log-densities

Ja-Yong Koo and Woo-Chul Kim

Statistics & Probability Letters, 1996, vol. 26, issue 3, 271-278

Abstract: Probability density estimation is considered when log-density function belongs to the Besov function class Bspq. It is shown that n-2s/(2s+1) is a lower rate of convergence in Kullback-Leibler distance. Density functions are estimated by the maximum likelihood method in sequences of regular exponential families based on wavelet basis functions.

Keywords: Log-density; estimation; Exponential; family; Wavelet; basis; Besov; spaces; Rate (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (7)

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