Wavelet estimators for the derivatives of the density function from data contaminated with heteroscedastic measurement errors |
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Authors: | Jinru Wang Qingqing Zhang Junke Kou |
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Institution: | Department of Applied Mathematics, Beijing University of Technology, Beijing, P. R. China |
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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. |
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Keywords: | Besov space convergence rate density derivatives Wavelet estimators |
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