World Applied Sciences Journal, ( ISI ), Volume (6), No (2), Year (2009-4) , Pages (191-195)

Title : ( A New Wavelet Linear Survival Function Estimator )

Authors: Hassan Doosti ,

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Abstract

Let {Xn, n=1} be a sequences of i.i.d. random variables with survival function F(x)=P[X1>x] . A wavelet linear survival function n F(x) based on X1, X2,…, Xn is introduced as an estimator for n F(x) . We establish that the Lp’ -loss (2=r=p¢= ¥) of the linear wavelet survival function estimator for a stochastic processes convergence at the rate rs n2 s 1(s s 1/p 1 / p ) - ¢ ¢+ ¢= - + ¢ when the survival function, n F(x) belongs to the Besov space s p,q B . Strong consistency and pointwise as well as uniform of n F(x) are discussed.

Keywords

Besov space · Wavelets · Survival function
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@article{paperid:1007181,
author = {Doosti, Hassan},
title = {A New Wavelet Linear Survival Function Estimator},
journal = {World Applied Sciences Journal},
year = {2009},
volume = {6},
number = {2},
month = {April},
issn = {1818-4952},
pages = {191--195},
numpages = {4},
keywords = {Besov space · Wavelets · Survival function},
}

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%0 Journal Article
%T A New Wavelet Linear Survival Function Estimator
%A Doosti, Hassan
%J World Applied Sciences Journal
%@ 1818-4952
%D 2009

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