ESTIMASI DENSITAS DENGAN METODE WAVELET THRESHOLDING (Density Estimation by Wavelet Thresholding Method)

Abstract

Let X1, X2, … , Xn be independent observation data with unknown density function f. In nonparametric approach, the function f is assumed to be quadratic integrable and smooth function, so the function f could be estimated by orthogonal series estimator, especially by Fourier series estimator. Another orthogonal series estimator which could be used to estimate f is wavelet estimator. Wavelet estimator is divided by two methods, they are linear wavelet and wavelet thresholding methods. Wavelet thresholding estimator is an extention of linear wavelet estimator and Fourier series estimator. The major strength of the wavelet thresholding estimator is that they can capture very well local features they can estimate the smooth or unsmooth functions. Keywords: density estimation, Fourier series estimator, wavelet thresholding estimator.