|
|||||
|
|
Wavelet Threshold Estimation of a Regression Function with Random Design |
|
| Authors: | Shuanglin Zhang Man-Yu Wong Zhongguo Zheng |
| Affiliation: | Michigan Technological University, f1;Heilongjiang University, Harbin, China, f2;Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong, China, f3;Peking University, Beijing, China, f4 |
| Abstract: | 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 Bsp, 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. |
| Keywords: | local polynomial estimation wavelet estimation optimal convergence rate regression estimation threshold Besov space |
| 本文献已被 ScienceDirect 等数据库收录！ | |