Template-Type: ReDIF-Paper 1.0
Title: Tree-Structured Histogram Estimation Based on a Simple Class of Wavelets
Author-Name: Joachim Engel

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Keywords: Multivariate histogram, adaptive histogram, tree-structured methods, wavelets, Haar functions  
Abstract: Adaptive multivariate histograms that are obtained through recursive partitioning of the sample 
 space are studied. The central idea is to consider the tree-structured histogram as a wavelet estimator based on the 
 orthogonal system of Haar functions. From the formula for the mean squared error a spatially adaptive data-driven 
 smoothing method is proposed leading to an unequal bin width histogram.
Series: Sonderforschungsbereich 303, University of Bonn, Germany

Length: 14 pages
Creation-Date: 1993-08
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Handle: RePEc:bon:bonsfa:415