2011-11-10Buch
Spatially Adaptive Density Estimation by Localised Haar Projections
Gach, Florian; Nickl, Richard; Spkoiny, Vladimir
Given a random sample from some unknown density f0 : R → [0;∞) we devise Haar wavelet estimators for f0 with variable resolution levels constructed from localised test procedures (as in Lepski, Mammen, and Spokoiny (1997, ...