EconPapers    
Economics at your fingertips  
 

Wavelet estimators for the derivatives of the density function from data contaminated with heteroscedastic measurement errors

Jinru Wang, Qingqing Zhang and Junke Kou

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 15, 7337-7354

Abstract: Measurement errors occur in many real data applications. In this paper, the linear and the non linear wavelet estimators of the derivatives of the density function are constructed in the case of data contaminated with heteroscedastic measurement errors. We establish Lp risk performance of the estimators and show that they achieve fast convergence rates under quite general conditions.

Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2016.1148735 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7337-7354

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2016.1148735

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7337-7354