Wavelet estimation of a regression function with a sharp change point in a random design

DOI10.1016/j.jspi.2005.08.017zbMath1088.62052MaRDI QIDQ2369522

Woo Chul Kim, Cheol-Woo Park

Publication date: 22 May 2006

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.2005.08.017

zbMATH Keywords

rate of convergence; continuous wavelet transform; random design; block thresholding; design transformation and binning; sharp change point problem; Wang's estimator; wavelet function estimation

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

Related Items

Block thresholding wavelet regression using SCAD penalty

Uses Software

• wavethresh

Cites Work

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