Seminar at SMU Delhi
March 21, 2012 (Wednesday) ,
3:30 PM at Webinar
Tarbiat Moallem University, Iran
Wavelet linear density estimation for associated stratified size-biased sample
Abstract of Talk
Ramirez and Vidakovic (2010) considered an estimator of the
density function based on wavelets with independent stratified
random variables from weighted
distributions. They proved that it is $L_2$-consistent.
In this lecture, we complete this result by determining the rate of convergence attained by a slightly modified version of their estimator (including an estimator of the normalization parameters).
Then we explore the case when the random variables are negatively and positively associated within strata. The theory is illustrated with a simulation study.