On wavelet projection kernels and the integrated squared error in density estimation

Evarist Giné and W.R. Madych

Statistics & Probability Letters, 2014, vol. 91, issue C, 32-40

Abstract: It is shown that the integrated squared errors of wavelet projection estimators of a density f satisfy both the central limit theorem and the law of the iterated logarithm under the essentially minimal assumption f∈Lp for some p>2 and very mild conditions on the scaling function.

Keywords: Wavelet projections; Integrated squared error; Linear density estimators (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2014.03.029

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