On the minimax optimality of block thresholded wavelet estimators with long memory data

DOI10.1016/j.jspi.2006.10.009zbMath1331.62220OpenAlexW2148945538MaRDI QIDQ2643279

Linyuan Li, Yimin Xiao

Publication date: 23 August 2007

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.2006.10.009

zbMATH Keywords

rate of convergenceadaptive estimationminimax estimationblock thresholdingnonlinear wavelet-based estimatorlong-range dependent data

Mathematics Subject Classification ID

Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Minimax procedures in statistical decision theory (62C20)

Related Items (14)

The adaptivity of thresholding wavelet estimators in heteroscedastic nonparametric model with negatively super-additive dependent errors ⋮ On rate-optimal nonparametric wavelet regression with long memory moving average errors ⋮ Pointwise wavelet change-points estimation for dependent biased sample ⋮ On minimaxity of block thresholded wavelets under elliptical symmetry ⋮ Nonparametric estimation of density under bias and multiplicative censoring via wavelet methods ⋮ Gaussian linear model selection in a dependent context ⋮ Wavelet-based estimators of multivariable mean regression function with long-memory data ⋮ A Note on Block-Thresholded Wavelet Estimators with Correlated Noise ⋮ Wavelet block thresholding for density estimation in the presence of bias ⋮ Wavelet change-point estimation for long memory non-parametric random design models ⋮ Optimal convergence rates in non-parametric regression with fractional time series errors ⋮ Wavelet thresholding in fixed design regression for Gaussian random fields ⋮ Detection and Estimation of Jump Points in Non parametric Regression Function withAR(1) Noise ⋮ On Adaptive Wavelet Estimation of a Class of Weighted Densities

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