Data-driven wavelet-Fisz methodology for nonparametric function estimation
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Publication:1951777
DOI10.1214/07-EJS139zbMath1320.62090arXiv0711.0883MaRDI QIDQ1951777
Publication date: 24 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.0883
wavelets; exponential inequality; Nadaraya-Watson estimator; heteroscedasticity; Besov spaces; variance function; nonparametric regression; variance-stabilising transform
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
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Uses Software
Cites Work
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