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Wavelet optimal estimations for a two-dimensional continuous-discrete density function over Lp risk.

ABSTRACT: The mixed continuous-discrete density model plays an important role in reliability, finance, biostatistics, and economics. Using wavelets methods, Chesneau, Dewan, and Doosti provide upper bounds of wavelet estimations on L2 risk for a two-dimensional continuous-discrete density function over Besov spaces Br,qs . This paper deals with Lp ( 1?p

SUBMITTER: Hu L 

PROVIDER: S-EPMC6182424 | biostudies-other | 2018

REPOSITORIES: biostudies-other

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Wavelet optimal estimations for a two-dimensional continuous-discrete density function over L p risk.

Hu Lin L   Zeng Xiaochen X   Wang Jinru J  

Journal of inequalities and applications 20181011 1

The mixed continuous-discrete density model plays an important role in reliability, finance, biostatistics, and economics. Using wavelets methods, Chesneau, Dewan, and Doosti provide upper bounds of wavelet estimations on L 2 risk for a two-dimensional continuous-discrete density function over Besov spaces B r , q s . This paper deals with L p ( 1 ≤ p < ∞ ) risk estimations over Besov space, which generalizes Chesneau-Dewan-Doosti's theorems. In addition, we firstly provide a lower bound of L  ...[more]