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Wavelet estimation for samples with random uniform design

โœ Scribed by T.Tony Cai; Lawrence D. Brown

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
135 KB
Volume
42
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

We show that for nonparametric regression if the samples have random uniform design, the wavelet method with universal thresholding can be applied directly to the samples as if they were equispaced. The resulting estimator achieves within a logarithmic factor from the minimax rate of convergence over a family of H older classes. Simulation result is also discussed.

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