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arXiv · 1609.06830

Nonparametric Density Estimation for Spatial Data with Wavelets

Johannes T. N. Krebs
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Abstract

Nonparametric density estimators are studied for $d$-dimensional, strongly spatial mixing data which is defined on a general $N$-dimensional lattice structure. We consider linear and nonlinear hard thresholded wavelet estimators which are derived from a $d$-dimensional multiresolution analysis. We give sufficient criteria for the consistency of these estimators and derive rates of convergence in $L^{p'}$ for $p'\in [1,\infty)$. For this reason, we study density functions which are elements of a $d$-dimensional Besov space $B^s_{p,q}(\mathbb{R}^d)$. We also verify the analytic correctness of our results in numerical simulations.

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Johannes T. N. Krebs. 2016-09-22. Nonparametric Density Estimation for Spatial Data with Wavelets. https://arxiv.org/abs/1609.06830

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