This paper is concerned with the estimation of the partial derivatives of a probability density function of directional data on the d-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 L p -risks for these estimators, investigating their minimax properties and proving their optimality over a scale of Besov spaces, here taken as nonparametric regularity function spaces.

Nonparametric needlet estimation for partial derivatives of a probability density function on the d -torus / Durastanti, Claudio; Turchi, Nicola. - In: JOURNAL OF NONPARAMETRIC STATISTICS. - ISSN 1048-5252. - (2023). [10.1080/10485252.2023.2208686]

Nonparametric needlet estimation for partial derivatives of a probability density function on the d -torus

Claudio Durastanti;
2023

Abstract

This paper is concerned with the estimation of the partial derivatives of a probability density function of directional data on the d-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 L p -risks for these estimators, investigating their minimax properties and proving their optimality over a scale of Besov spaces, here taken as nonparametric regularity function spaces.
2023
Local thresholding, needlets, directional data, nonparametric density estimation, Besov spaces, adaptivity.
01 Pubblicazione su rivista::01a Articolo in rivista
Nonparametric needlet estimation for partial derivatives of a probability density function on the d -torus / Durastanti, Claudio; Turchi, Nicola. - In: JOURNAL OF NONPARAMETRIC STATISTICS. - ISSN 1048-5252. - (2023). [10.1080/10485252.2023.2208686]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1696060
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