Nonparametric needlet estimation for partial derivatives of a probability density function on the $d$-torus
Journal of Nonparametric Statistics (2023) This paper is concerned with the estimation of the partial derivatives of a probability density function of directional data on the $d$-dimensional torus within the local thresholding framework. The estimators here introduced are built by means of the toroi...
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Main Authors | , |
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Format | Journal Article |
Language | English |
Published |
06.04.2021
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Subjects | |
Online Access | Get full text |
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Summary: | Journal of Nonparametric Statistics (2023) This paper is concerned with the estimation of the partial derivatives of a
probability density function of directional data on the $d$-dimensional torus
within the local thresholding framework. The estimators here introduced are
built by means of the toroidal needlets, a class of wavelets characterized by
excellent concentration properties in both the real and the harmonic domains.
In particular, we discuss the convergence rates of the $L^p$-risks for these
estimators, investigating on their minimax properties and proving their
optimality over a scale of Besov spaces, here taken as nonparametric regularity
function spaces. |
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DOI: | 10.48550/arxiv.2104.02427 |