Wavelet threshold estimation of a regression function with random design
Document Type
Article
Publication Date
1-1-2002
Department
Department of Mathematical Sciences
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 Bps, 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.
Publication Title
Journal of Multivariate Analysis
Recommended Citation
Zhang, S.,
Wong, M.,
&
Zheng, Z.
(2002).
Wavelet threshold estimation of a regression function with random design.
Journal of Multivariate Analysis,
80(2), 256-284.
http://doi.org/10.1006/jmva.2000.1980
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/3983