Multivariate orthogonal series estimates for random design regression

DOI10.1016/J.JSPI.2008.01.011zbMath1140.62032OpenAlexW2091967188MaRDI QIDQ935455

Michael Kohler

Publication date: 6 August 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.01.011

zbMATH Keywords

rate of convergenceregression estimationhard thresholding\(L_{2}\) error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items (4)

Orthogonal series estimates on strong spatial mixing data ⋮ Pricing of American options in discrete time using least squares estimates with complexity penalties ⋮ Classification via local multi-resolution projections ⋮ Robust functional estimation in the multivariate partial linear model

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