Point-wise estimation for anisotropic densities

Youming Liu and Cong Wu

Journal of Multivariate Analysis, 2019, vol. 171, issue C, 112-125

Abstract: This paper considers point-wise estimation of density functions under the local anisotropic Hölder condition by the wavelet method. A linear wavelet estimate is first introduced and shown to be optimal. A data driven version is provided for adaptivity and the influence of the dimension is reduced under the independence structure of the estimated density.

Keywords: Adaptivity; Anisotropic density; Local Hölder condition; Optimality; Point-wise estimation (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:171:y:2019:i:c:p:112-125

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DOI: 10.1016/j.jmva.2018.11.014

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