Wavelet linear estimation of a density from observations of mixtures under quadrant dependence

Christophe Chesneau (1)

1 LMNO - Laboratoire de Mathématiques Nicolas Oresme

We construct a wavelet based linear estimator for the component of a finite mixture under pairwise positive quadrant dependence. We evaluate its performance by determining an upper bound of the mean integrated squared error.

Mots clés: Density estimation; Mixtures; Quadrant dependence; Besov balls; Wavelets

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Christophe Chesneau. Wavelet linear estimation of a density from observations of mixtures under quadrant dependence. 2010. ⟨hal-00510690v1⟩