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Wavelet regression for random or irregular design

✍ Scribed by Anestis Antoniadis; Dinh Tuan Pham

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
865 KB
Volume
28
Category
Article
ISSN
0167-9473

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✦ Synopsis

In this paper, wavelet regression estimators are introduced, both in the random and the irregular design cases and without the restriction that the sample size is a power of two. A fast computational algorithm for approximating the empirical counterpart of the scaling and wavelet coefficients, is developed. The convergence rate of the estimator is established. The method is illustrated by some simulations and by a real example.

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