Title of article
Wavelet Threshold Estimation of a Regression Function with Random Design
Author/Authors
Zhang، نويسنده , , Shuanglin and Wong، نويسنده , , Man-Yu and Zheng، نويسنده , , Zhongguo، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2002
Pages
29
From page
256
To page
284
Abstract
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 Bsp, q is proved under general assumptions. The adaptive wavelet threshold estimator with near-optimal convergence rate in a wide range of Besov scale is also constructed.
Keywords
Local polynomial estimation , Wavelet estimation , Optimal convergence rate , Regression estimation , Besov space , Threshold
Journal title
Journal of Multivariate Analysis
Serial Year
2002
Journal title
Journal of Multivariate Analysis
Record number
1557759
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