Wavelet Threshold Estimation of a Regres
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Shuanglin Zhang; Man-Yu Wong; Zhongguo Zheng
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Article
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2002
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Elsevier Science
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English
โ 216 KB
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 s p, q is proved under general assumptions. The adaptive wavelet threshold estimator with near-optimal convergence rate in a