Nonparametric pointwise estimation for a regression model with multiplicative noise

DOI10.1155/2021/1599286MaRDI QIDQ2240744zbMATH OpenOpenAlexFDO

Authors Jia Chen, Junke Kou

Publication date 4 November 2021

Published in Journal of Function Spaces (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2021/1599286

zbMATH Keywords

nonparametric functional estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Functional data analysis (62R10) Numerical methods for wavelets (65T60)

Review text

Summary: In this paper, we consider a general nonparametric regression estimation model with the feature of having multiplicative noise. We propose a linear estimator and nonlinear estimator by wavelet method. The convergence rates of those regression estimators under pointwise error over Besov spaces are proved. It turns out that the obtained convergence rates are consistent with the optimal convergence rate of pointwise nonparametric functional estimation.

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Cited in

(4)

• Nonparametric estimation in a regression model with additive and multiplicative noise
• scientific article; zbMATH DE number 3844817 (Why is no real title available?)
• A note on the adaptive estimation of a multiplicative separable regression function
• Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach

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