Do I understand you correctly that you wish to add this functionality on the splash screen?
If yes, then that is extremely bad usability.
Splash screens are meant to keep the user "occupied" till the application loads. They might also be used for advertisement or providing the user a feedback on the initializing activity if required. Splash screens typically only last (should) a few seconds.
subject: how to create a new minimize/restore/close button on a undecorated frame