A note on the adaptive estimation of a multiplicative separable regression function (Q469915): Difference between revisions
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Property / author: Christophe Chesneau / rank | |||
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Summary: We investigate the estimation of a multiplicative separable regression function from a bidimensional nonparametric regression model with random design. We present a general estimator for this problem and study its mean integrated squared error (MISE) properties. A wavelet version of this estimator is developed. In some situations, we prove that it attains the standard unidimensional rate of convergence under the MISE over Besov balls. | |||
Property / review text: Summary: We investigate the estimation of a multiplicative separable regression function from a bidimensional nonparametric regression model with random design. We present a general estimator for this problem and study its mean integrated squared error (MISE) properties. A wavelet version of this estimator is developed. In some situations, we prove that it attains the standard unidimensional rate of convergence under the MISE over Besov balls. / rank | |||
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Property / Mathematics Subject Classification ID: 62G08 / rank | |||
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Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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Property / Mathematics Subject Classification ID: 93E10 / rank | |||
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Property / zbMATH DE Number: 6368342 / rank | |||
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Revision as of 16:20, 30 June 2023
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English | A note on the adaptive estimation of a multiplicative separable regression function |
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A note on the adaptive estimation of a multiplicative separable regression function (English)
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11 November 2014
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Summary: We investigate the estimation of a multiplicative separable regression function from a bidimensional nonparametric regression model with random design. We present a general estimator for this problem and study its mean integrated squared error (MISE) properties. A wavelet version of this estimator is developed. In some situations, we prove that it attains the standard unidimensional rate of convergence under the MISE over Besov balls.
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