A Note on the Adaptive Estimation of a Conditional Continuous-Discrete Multivariate Density by Wavelet Methods

<div>The true conditional density function <svg height="12.7178pt" id="M165" style="vertical-align:-3.42947pt" version="1.1" viewbox="-0.0498162 -9.28833 35.2659 12.7178" width="35.2659pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M546 430L539 434C529 434 505 438 495 440C473 444 450 448 430 448C352 448 265 412 213 366C145 306 96 203 96 103C96 22 135 -12 160 -12C190 -12 238 14 262 32C310 68 368 120 411 184H413C403 117 396 75 384 21C353 -118 325 -158 291 -184C270 -200 241 -205 208 -205C133 -205 90 -164 74 -110C70 -98 58 -100 49 -107C34 -119 23 -140 23 -155C23 -190 74 -261 166 -261C219 -261 280 -233 314 -208C383 -157 446 -79 470 81C491 223 529 388 546 430ZM456 386C452 357 433 283 420 252C402 216 366 174 325 129C288 88 239 56 212 56C192 56 182 77 182 120C182 165 199 242 226 292C256 348 281 377 311 389C327 395 353 402 375 402C408 402 436 394 456 386Z" id="g113-104"></path><glyph.data ascent="3473" 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wavelet linear estimator is blue, the wavelet hard thresholding estimator is red, and its smooth version is green with <svg height="8.55521pt" id="M166" style="vertical-align:-0.2063904pt" version="1.1" viewbox="-0.0498162 -8.34882 40.3636 8.55521" width="40.3636pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M495 86L479 114C446 82 419 66 409 66C401 66 401 72 406 97C420 166 436 231 453 297C489 435 454 448 428 448C406 448 384 439 354 422C305 394 222 327 161 247H159L183 345C200 415 194 448 173 448C143 448 82 410 23 351L38 325C64 349 95 371 105 371C111 371 116 365 109 336L25 -4L31 -12C50 -4 77 3 107 9C119 69 132 122 145 168C197 254 321 381 370 381C387 381 393 374 378 305L329 95C309 17 320 -12 345 -12C372 -12 430 19 495 86Z" id="g113-111"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="502" vert-adv-y="502"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,10.158,0)"><path d="M535 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Chinese Journal of Mathematics

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Figure 2

Figure 2: A Note on the Adaptive Estimation of a Conditional Continuous-Discrete Multivariate Density by Wavelet Methods 