Université de Caen-Basse Normandie, Département de Mathématiques, UFR de Sciences, 14032 Caen, France
Academic Editor: Palle E. Jorgensen
Copyright © 2011 Christophe Chesneau. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
The estimation of a biased density for exponentially strongly
mixing sequences is investigated. We construct a new adaptive wavelet
estimator based on a hard thresholding rule. We determine a sharp
upper bound of the associated mean integrated square error for a wide
class of functions.