Multivariate orthogonal series estimates for random design regression

DOI10.1016/J.JSPI.2008.01.011MaRDI QIDQ935455zbMATH OpenOpenAlexFDO

Authors 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

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

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Cites work

• scientific article; zbMATH DE number 5769421 (Why is no real title available?)
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• Nonlinear orthogonal series estimates for random design regression
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Cited in

(5)

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

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