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Wavelet Threshold Estimation of a Regression Function with Random Design

โœ Scribed by Shuanglin Zhang; Man-Yu Wong; Zhongguo Zheng


Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
216 KB
Volume
80
Category
Article
ISSN
0047-259X

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โœฆ Synopsis


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 wide range of Besov scale is also constructed.


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