Wavelet shrinkage for regression models with random design and correlated errors

DOI10.1214/15-BJPS296MaRDI QIDQ509594zbMATH OpenFDO

Authors Yong-Cai Geng, Sumit K. Garg

Publication date 17 February 2017

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/15-BJPS296

zbMATH Keywords

autocorrelationdenoisingnonparametric regressionsemiparametric estimationsmoothingwavelets

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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(11)

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• Least squares orthogonal polynomial regression estimation for irregular design
• Wavelet estimation of an unknown function observed with correlated noise
• Wavelet Feature Screening
• On Bayesian wavelet shrinkage estimation of nonparametric regression models with stationary correlated noise
• Nonparametric regression with warped wavelets and strong mixing processes
• Wavelet regression with correlated errors on a piecewise Hölder class
• Hybrid local polynomial wavelet shrinkage: wavelet regression with automatic boundary adjustment

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