Wavelet Threshold Estimation of a Regression Function with Random Design

✍ 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
• DOI: 10.1006/jmva.2000.1980

✦ 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.