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带超级光滑噪声密度函数的小波自适应点态估计

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带超级光滑噪声密度函数的小波自适应点态估计 吴聪, 曾晓晨, 王晋茹北京工业大学应用数理学院 北京 100124 Wavelet Adaptive Pointwise Density Estimations with Super-smooth Noises Cong WU, Xiao Chen ZENG, Jin Ru WANGCollege of Applied Sciences, Beijing University of Technology, Beijing 100124, P. R. China
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摘要利用小波方法在局部Hölder空间中研究一类反卷积密度函数的点态估计问题.首先,针对超级光滑噪声给出该模型任一估计器的点态风险下界;其次,构造有限求和小波估计器,并证明其在超级光滑噪声条件下达到了最优收敛阶,即该估计器在点态风险下的收敛速度与下界一致.最后,还讨论了这类小波估计器的强收敛性.值得指出的是上述估计都是自适应的.
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收稿日期: 2018-10-29
MR (2010):O174.2
基金资助:国家自然科学基金(11771030);北京市自然科学基金(1172001);北京市博士后工作经费(ZZ2019-77);北京工业大学基础研究基金(006000546319511,006000546319528)
通讯作者:曾晓晨E-mail: zengxiaochen@bjut.edu.cn
作者简介: 吴聪,E-mail:wuc@emails.bjut.edu.cn;王晋茹,E-mail:wangjinru@bjut.edu.cn
引用本文:
吴聪, 曾晓晨, 王晋茹. 带超级光滑噪声密度函数的小波自适应点态估计[J]. 数学学报, 2019, 62(5): 687-702. Cong WU, Xiao Chen ZENG, Jin Ru WANG. Wavelet Adaptive Pointwise Density Estimations with Super-smooth Noises. Acta Mathematica Sinica, Chinese Series, 2019, 62(5): 687-702.
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http://www.actamath.com/Jwk_sxxb_cn/CN/ http://www.actamath.com/Jwk_sxxb_cn/CN/Y2019/V62/I5/687


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