Wavelet density estimation by approximation of log-densities

Ja Yong Koo; Woo Chul Kim

doi:10.1016/0167-7152(95)00020-8

Wavelet density estimation by approximation of log-densities

Ja Yong Koo^*
, Woo Chul Kim

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

23 Citations (Scopus)

Abstract

Probability density estimation is considered when log-density function belongs to the Besov function class B_spq. It is shown that n^-2s/(2s+1) is a lower rate of convergence in Kullback-Leibler distance. Density functions are estimated by the maximum likelihood method in sequences of regular exponential families based on wavelet basis functions.

Original language	English
Pages (from-to)	271-278
Number of pages	8
Journal	Statistics and Probability Letters
Volume	26
Issue number	3
DOIs	https://doi.org/10.1016/0167-7152(95)00020-8
Publication status	Published - 1996 Feb 15
Externally published	Yes

Keywords

Besov spaces
Exponential family
Log-density estimation
Rate of convergence
Wavelet basis

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

Access to Document

10.1016/0167-7152(95)00020-8

Cite this

@article{e27d3ec3081e4cc0a72ce50cf1237232,

title = "Wavelet density estimation by approximation of log-densities",

abstract = "Probability density estimation is considered when log-density function belongs to the Besov function class Bspq. It is shown that n-2s/(2s+1) is a lower rate of convergence in Kullback-Leibler distance. Density functions are estimated by the maximum likelihood method in sequences of regular exponential families based on wavelet basis functions.",

keywords = "Besov spaces, Exponential family, Log-density estimation, Rate of convergence, Wavelet basis",

author = "Koo, \{Ja Yong\} and Kim, \{Woo Chul\}",

year = "1996",

month = feb,

day = "15",

doi = "10.1016/0167-7152(95)00020-8",

language = "English",

volume = "26",

pages = "271--278",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier B.V.",

number = "3",

}

TY - JOUR

T1 - Wavelet density estimation by approximation of log-densities

AU - Koo, Ja Yong

AU - Kim, Woo Chul

PY - 1996/2/15

Y1 - 1996/2/15

N2 - Probability density estimation is considered when log-density function belongs to the Besov function class Bspq. It is shown that n-2s/(2s+1) is a lower rate of convergence in Kullback-Leibler distance. Density functions are estimated by the maximum likelihood method in sequences of regular exponential families based on wavelet basis functions.

AB - Probability density estimation is considered when log-density function belongs to the Besov function class Bspq. It is shown that n-2s/(2s+1) is a lower rate of convergence in Kullback-Leibler distance. Density functions are estimated by the maximum likelihood method in sequences of regular exponential families based on wavelet basis functions.

KW - Besov spaces

KW - Exponential family

KW - Log-density estimation

KW - Rate of convergence

KW - Wavelet basis

UR - https://www.scopus.com/pages/publications/0030584328

U2 - 10.1016/0167-7152(95)00020-8

DO - 10.1016/0167-7152(95)00020-8

M3 - Article

AN - SCOPUS:0030584328

SN - 0167-7152

VL - 26

SP - 271

EP - 278

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 3

ER -

Wavelet density estimation by approximation of log-densities

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this