Wavelet threshold estimation of a regression function with random design

JOURNAL OF MULTIVARIATE ANALYSIS

卷:80

Article

Zhang, SL ; Wong, MY ; Zheng, ZG

关键词: local polynomial estimation;    wavelet estimation;    optimal convergence rate;    regression estimation;    threshold;    Besov space;   

DOI  :  10.1006/jmva.2000.1980

来源: Elsevier

【 摘 要 】

The wavelet threshold estimator of a regression function for the random design is constructed. The optimal uniform convergence rate of the estimator in a ball of Besov Space B-p, q(s) is probed under general assumptions. The adaptive wavelet threshold estimator with near-optimal convergence rate in a Aide range of Besov scale is also constructed. (C) 2001 Elsevier Science.

【 授权许可】

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