密度导数的数据驱动小波估算

IF 16.4 1区 化学 Q1 CHEMISTRY, MULTIDISCIPLINARY
Kaikai Cao, Xiaochen Zeng
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引用次数: 0

摘要

本文利用数据驱动方法解决密度导数的自适应小波估计问题。在经典线性小波密度导数估计器的基础上,我们首先提供了局部荷尔德条件下的随点估计。此外,我们还引入了数据驱动的自适应小波估计器,并证明了无需对底层函数做任何假设的随点不等式(point-wise oracle inequality)。最后,通过使用点向甲骨文不等式,分别研究了局部赫尔德条件下的点向估计和贝索夫空间上的\(L^p\)-风险(\(1\le p<\infty \))估计。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Data-Driven Wavelet Estimations for Density Derivatives

This paper addresses the adaptive wavelet estimations for density derivatives by using data-driven methods. Based on the classical linear wavelet estimator of density derivatives, we provide a point-wise estimation under the local Hölder condition firstly. Moreover, we introduce a data-driven wavelet estimator for adaptivity and prove a point-wise oracle inequality, which does not require any assumption on the underlying function. Finally, by using the point-wise oracle inequality, the point-wise estimation under the local Hölder condition and \(L^p\)-risk (\(1\le p<\infty \)) estimation on Besov spaces are investigated respectively.

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来源期刊
Accounts of Chemical Research
Accounts of Chemical Research 化学-化学综合
CiteScore
31.40
自引率
1.10%
发文量
312
审稿时长
2 months
期刊介绍: Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
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