A note on wavelet estimation of the derivatives of a regression function in a random design setting
From MaRDI portal
Publication:2448838
Summary: We investigate the estimation of the derivatives of a regression function in the nonparametric regression model with random design. New wavelet estimators are developed. Their performances are evaluated via the mean integrated squared error. Fast rates of convergence are obtained for a wide class of unknown functions.
Recommendations
- Nonlinear wavelet estimation of regression function with random design
- Wavelet regression for random or irregular design.
- Wavelet threshold estimation of a regression function with random design
- Regression in random design and warped wavelets
- On adaptive wavelet estimation of the regression function and its derivatives in an errors-in-variables model
Cites work
- A wavelet tour of signal processing. The sparse way.
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Adaptive wavelet estimation of a density from mixtures under multiplicative censoring
- Additive regression and other nonparametric models
- Density estimation by wavelet thresholding
- Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model
- scientific article; zbMATH DE number 3874417 (Why is no real title available?)
- scientific article; zbMATH DE number 3907578 (Why is no real title available?)
- scientific article; zbMATH DE number 4100414 (Why is no real title available?)
- scientific article; zbMATH DE number 1313655 (Why is no real title available?)
- scientific article; zbMATH DE number 739533 (Why is no real title available?)
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- scientific article; zbMATH DE number 1423401 (Why is no real title available?)
- scientific article; zbMATH DE number 5039884 (Why is no real title available?)
- scientific article; zbMATH DE number 960928 (Why is no real title available?)
- Ideal spatial adaptation by wavelet shrinkage
- Multivariate locally weighted least squares regression
- Nonparametric regression estimation based on spatially inhomogeneous data: minimax global convergence rates and adaptivity
- On adaptive wavelet estimation of a derivative and other related linear inverse problems
- On minimax wavelet estimators
- On non-equally spaced wavelet regression
- On the estimation of the function and its derivatives in nonparametric regression: a Bayesian testimation approach
- Regression in random design and warped wavelets
- Regression with random design: a minimax study
- Sharp estimation in sup norm with random design
- Ten Lectures on Wavelets
- Wavelet based estimation of the derivatives of a density for a negatively associated process
- Wavelets on the interval and fast wavelet transforms
- Wavelets, approximation, and statistical applications
- When is the optimal regularization parameter insensitive to the choice of the loss function?
Cited in
(4)- Wavelet estimation for samples with random uniform design
- On adaptive wavelet estimation of the regression function and its derivatives in an errors-in-variables model
- Wavelet-based estimation of regression function for dependent biased data under a given random design
- On a projection estimator of the regression function derivative
This page was built for publication: A note on wavelet estimation of the derivatives of a regression function in a random design setting
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2448838)
