Current Development in Theory and Applications of Wavelets
Volume 5, Issue 1, Pages 51 - 64
(April 2011)
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A NOTE ON THE WAVELET DECONVOLUTION OF A DENSITY FROM MIXTURES UNDER
QUADRANT DEPENDENCE
Christophe Chesneau
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Abstract:
We consider the density convolution model:  where X and e are independent random variables that the density of X is a finite mixture with unknown components. To estimate a component of this mixture from pairwise positive quadrant dependent observations  a linear wavelet estimator is developed. Further, we measure its performance by determining an upper bound of the mean integrated squared error. |
| Keywords and phrases: density deconvolution, mixture, quadrant dependence, wavelets. |
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