Regression estimation under strong mixing data

DOI10.1007/S10463-018-0653-1zbMATH Open1419.62085OpenAlexW2790271899MaRDI QIDQ2000739FDOQ2000739

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

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zbMATH Keywords

waveletsstrong mixingerrors-in-variablesregression estimationpractical estimator

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (12)

• On MISE of a non linear wavelet estimator of the regression function based on biased data under strong mixing
• Strong consistency of wavelet estimators for errors-in-variables regression model
• Wavelet regression estimations with strong mixing data
• Convergence rates of multivariate regression estimators with errors-in-variables
• Orthogonal series estimates on strong spatial mixing data
• Smoothly mixing regressions
• 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
• Wavelet-based estimation of regression function with strong mixing errors under fixed design
• On the adaptive wavelet estimation of a multidimensional regression function under \(\alpha \)-mixing dependence: beyond the standard assumptions on the noise.
• ON THE REGRESSION ESTIMATION FROM p-MIXING SAMPLES
• Title not available (Why is that?)

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