Wavelet estimation of a regression function with a sharp change point in a random design

DOI10.1016/j.jspi.2005.08.017zbMath1088.62052OpenAlexW2074318683MaRDI QIDQ2369522

Cheol-Woo Park, Woo Chul Kim

Publication date: 22 May 2006

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.2005.08.017

zbMATH Keywords

rate of convergencecontinuous wavelet transformrandom designblock thresholdingdesign transformation and binningsharp change point problemWang's estimatorwavelet function estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items

Wavelet change-point estimation for the density based on biased sample ⋮ Pointwise wavelet change-points estimation for dependent biased sample ⋮ Pointwise wavelet estimation of density function with change-points based on NA and biased sample ⋮ A jump-detecting procedure based on spline estimation ⋮ Block thresholding wavelet regression using SCAD penalty ⋮ Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance ⋮ Wavelet change-point estimation for long memory non-parametric random design models ⋮ Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms ⋮ Detection and Estimation of Jump Points in Non parametric Regression Function withAR(1) Noise

Uses Software

• wavethresh

Cites Work

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