Wavelet-based estimators of mean regression function with long memory data
β Scribed by Lin-yuan Li; Yi-min Xiao
- Publisher
- Springer
- Year
- 2006
- Tongue
- English
- Weight
- 168 KB
- Volume
- 27
- Category
- Article
- ISSN
- 0253-4827
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π SIMILAR VOLUMES
This paper derives the asymptotic distribution of a class of M -estimators in a family of non-linear regression models when the errors and the design variables are long memory moving averages. The class of estimators includes analogs of the least square, least absolute deviation and the Huber(c) est
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