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Nonparametric estimation of the derivatives of a density by the method of wavelets. (English) Zbl 0864.62023

Summary: A method of estimation of the derivatives of a probability density using wavelet systems is proposed. Precise order for the integrated mean square of the proposed estimator is obtained.

MSC:

62G07 Density estimation
62G20 Asymptotic properties of nonparametric inference
42C40 Nontrigonometric harmonic analysis involving wavelets and other special systems
62G05 Nonparametric estimation
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