Seminar at SMU Delhi

March 21, 2012 (Wednesday) , 3:30 PM at Webinar
Speaker: Hassan Doosti, Tarbiat Moallem University, Iran
Title: 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.