Regression estimation under strong mixing data

DOI10.1007/S10463-018-0653-1MaRDI QIDQ2000739zbMATH OpenOpenAlexFDO

Authors Huijun Guo, Youming Liu

Publication date 28 June 2019

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-018-0653-1

zbMATH Keywords

waveletsstrong mixingerrors-in-variablesregression estimationpractical estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
• Adaptive estimation of an additive regression function from weakly dependent data
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• Estimation of Nonlinear Models with Measurement Error
• Inference and Prediction in Large Dimensions
• Local convergence for wavelet expansions
• Measurement Error in Nonlinear Models
• Mixing properties of ARMA processes
• Mixing: Properties and examples
• Multivariate regression estimation with errors-in-variables for stationary processes
• Non-Parametric Regression Estimation from Data Contaminated by a Mixture of Berkson and Classical Errors
• Nonparametric regression with errors in variables
• On MISE of a non linear wavelet estimator of the regression function based on biased data under strong mixing
• On adaptive wavelet estimation of the regression function and its derivatives in an errors-in-variables model
• Strong consistency of the internal estimator of nonparametric regression with dependent data
• Strong consistency of wavelet estimators for errors-in-variables regression model
• Ten Lectures on Wavelets
• The Invariance Principle for Stationary Processes
• Wavelet deconvolution
• Wavelet-based estimation of regression function for dependent biased data under a given random design
• Wavelets, approximation, and statistical applications

Cited in

(12)

• Wavelet-based estimation of regression function with strong mixing errors under fixed design
• Convergence rates of multivariate regression estimators with errors-in-variables
• Regularized nonlinear regression with dependent errors and its application to a biomechanical model
• Averaged and integrated estimations of varying-coefficient regression models with dependent observations
• Orthogonal series estimates on strong spatial mixing data
• Strong consistency of wavelet estimators for errors-in-variables regression model
• ON THE REGRESSION ESTIMATION FROM p-MIXING SAMPLES
• scientific article; zbMATH DE number 1866534 (Why is no real title available?)
• Wavelet regression estimations with strong mixing data
• On the adaptive wavelet estimation of a multidimensional regression function under \(\alpha \)-mixing dependence: beyond the standard assumptions on the noise.
• Smoothly mixing regressions
• On MISE of a non linear wavelet estimator of the regression function based on biased data under strong mixing

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