Nonparametric needlet estimation for partial derivatives of a probability density function on the $d$-torus
Statistics Theory
2023-05-11 v4 Statistics Theory
Abstract
This paper is concerned with the estimation of the partial derivatives of a probability density function of directional data on the -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 -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.
Cite
@article{arxiv.2104.02427,
title = {Nonparametric needlet estimation for partial derivatives of a probability density function on the $d$-torus},
author = {Claudio Durastanti and Nicola Turchi},
journal= {arXiv preprint arXiv:2104.02427},
year = {2023}
}
Comments
40 pages, 4 figures, 4 tables