Wavelet-Based estimation of multivariate regression functions in besov spaces*
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Publication:4485018
Besov spacesmultivariate regressionrates of strong convergencestrongly mixing processeswavelet bases
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites work
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- Theory of function spaces
- Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses
- Wavelet Methods for Curve Estimation
- Weak and strong uniform consistency of kernel regression estimates
Cited in
(23)- Orthogonal series estimates on strong spatial mixing data
- Nonparametric density estimation for spatial data with wavelets
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
- Pointwise wavelet estimation of regression function based on biased data
- Wavelet regression estimations with strong mixing data
- Sparse wavelet estimation in quantile regression with multiple functional predictors
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- Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: asymptotic results
- scientific article; zbMATH DE number 5629269 (Why is no real title available?)
- On the adaptive wavelet deconvolution of a density for strong mixing sequences
- Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m
- MISE of wavelet estimators for regression derivatives with biased strong mixing data
- On MISE of a non linear wavelet estimator of the regression function based on biased data under strong mixing
- Wavelet-based estimation of regression function for dependent biased data under a given random design
- scientific article; zbMATH DE number 5033741 (Why is no real title available?)
- Non linear wavelet estimation of regression derivatives based on biased data
- Multivariate wavelet estimators for weakly dependent processes: strong consistency rate
- Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence
- Uniform almost sure convergence rate of wavelet estimator for regression model with mixed noise
- A new wavelet estimator of multivariate copula densities based on Sklar's theorem, with optimal strong uniform convergence rate
- Asymptotic normality for the wavelet partially linear additive model components estimation
- Limit theorems for wavelet conditional U-statistics for time series models
- Wavelet density estimation for mixing and size-biased data
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