On Wavelet Estimation of the Derivatives of a Density Based on Biased Data

Yogendra P. Chaubey and Esmaeil Shirazi

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 21, 4491-4506

Abstract: Here, we consider wavelet based estimation of the derivatives of a probability density function under random sampling from a weighted distribution and extend the results regarding the asymptotic convergence rates under the i.i.d. setup studied in Prakasa Rao (1996) to the biased-data setup. We compare the performance of the wavelet based estimator with that of the kernel based estimator obtained by differentiating the Efromovich (2004) kernel density estimator through a simulation study.

Date: 2015
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DOI: 10.1080/03610926.2013.851226

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