Adaptive Density Estimation on the Circle by Nearly-Tight Frames

Claudio Durastanti

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arXiv · 1504.00595

Adaptive Density Estimation on the Circle by Nearly-Tight Frames

Claudio Durastanti

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Abstract

This work is concerned with the study of asymptotic properties of nonparametric density estimates in the framework of circular data. The estimation procedure here applied is based on wavelet thresholding methods: the wavelets used are the so-called Mexican needlets, which describe a nearly-tight frame on the circle. We study the asymptotic behaviour of the $L^{2}$-risk function for these estimates, in particular its adaptivity, proving that its rate of convergence is nearly optimal.

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Claudio Durastanti. 2015-04-02. Adaptive Density Estimation on the Circle by Nearly-Tight Frames. https://arxiv.org/abs/1504.00595

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