A Simple Wavelet Approach to Nonparametric Regression from Recursive Partitioning Schemes

✍ Scribed by J. Engel

• Publisher: Elsevier Science
• Year: 1994
• Tongue: English
• Weight: 343 KB
• Volume: 49
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1006/jmva.1994.1024

✦ Synopsis

Rates of convergence for nonparametric regression estimators based on recursive partitioning schemes are derived. The central idea is to consider the tree-structured regression estimator as a wavelet estimator based on the orthogonal system of Haar functions. A locally adaptive data-driven smoothing method is proposed and its performance is studied. 1994 Academic Press. In: