Wavelet-Based estimation of multivariate regression functions in besov spaces*

DOI10.1080/10485250008832809zbMath0982.62038OpenAlexW2040353437MaRDI QIDQ4485018

Elias Masry

Publication date: 7 April 2002

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250008832809

zbMATH Keywords

Besov spaceswavelet basesmultivariate regressionrates of strong convergencestrongly mixing processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items (16)

Wavelet density estimation for mixing and size-biased data ⋮ Wavelet-based estimation of regression function for dependent biased data under a given random design ⋮ Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m ⋮ MISE of wavelet estimators for regression derivatives with biased strong mixing data ⋮ Orthogonal series estimates on strong spatial mixing data ⋮ Multivariate wavelet estimators for weakly dependent processes: strong consistency rate ⋮ Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence ⋮ Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results ⋮ On the adaptive wavelet deconvolution of a density for strong mixing sequences ⋮ Nonparametric density estimation for spatial data with wavelets ⋮ A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence ⋮ Pointwise wavelet estimation of regression function based on biased data ⋮ Wavelet regression estimations with strong mixing data ⋮ On MISE of a Non linear Wavelet Estimator of the Regression Function Based on Biased Data under Strong Mixing ⋮ Non linear wavelet estimation of regression derivatives based on biased data ⋮ Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results

Cites Work

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