An Application of Isotonic Regression to Multivariate Density Estimation

Author(s):  
Thomas W. Sager
2010 ◽  
Vol 37 (4) ◽  
pp. 413-427
Author(s):  
Karol Dziedziul ◽  
Piotr Paluszek

1994 ◽  
Vol 42 (10) ◽  
pp. 2795-2810 ◽  
Author(s):  
Jenq-Neng Hwang ◽  
Shyh-Rong Lay ◽  
A. Lippman

Author(s):  
Xiaochen Zeng

This paper discusses the uniformly strong convergence of multivariate density estimation with moderately ill-posed noise over a bounded set. We provide a convergence rate over Besov spaces by using a compactly supported wavelet. When the model degenerates to one-dimensional noise-free case, the convergence rate coincides with that of Giné and Nickl’s (Ann. Probab., 2009 or Bernoulli, 2010). Our result can also be considered as an extension of Masry’s theorem (Stoch. Process. Appl., 1997) to some extent.


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