Wavelet-based estimation of regression function for dependent biased data under a given random design
From MaRDI portal
Publication:5299866
DOI10.1080/10485252.2012.734619zbMath1297.62084MaRDI QIDQ5299866
Christophe Chesneau, Esmaeil Shirazi, Yogendra P. Chaubey
Publication date: 24 June 2013
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2012.734619
62G08: Nonparametric regression and quantile regression
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
Related Items
MISE of wavelet estimators for regression derivatives with biased strong mixing data, Wavelet regression estimation over Lp risk based on negatively associated sample, Wavelet regression estimations for negatively associated sample, Unnamed Item, Non linear wavelet estimation of regression derivatives based on biased data, Nonparametric regression on random fields with random design using wavelet method, An extension of Chesneau's theorem, Regression estimation under strong mixing data, Pointwise wavelet change-points estimation for dependent biased sample, Nonparametric pointwise estimation for a regression model with multiplicative noise, Pointwise wavelet estimation of regression function based on biased data, Wavelet regression estimations with strong mixing data, Wavelet thresholding in fixed design regression for Gaussian random fields, Strong consistency of wavelet estimators for errors-in-variables regression model, Average derivative estimation from biased data, Non parametric regression estimations over Lp risk based on biased data
Cites Work
- Unnamed Item
- Change-point problems in nonlinear regression estimation with dependent observations
- Smooth estimation of survival and density functions for a stationary associated process using Poisson weights
- Generalized kernel regression estimator for dependent size-biased data
- Nonlinear regression modeling via regularized wavelets and smoothing parameter selection
- Adaptive estimation of error density in nonparametric regression with small sample size
- Data-driven bandwidth choice for density estimation based on dependent data
- Basic properties of strong mixing conditions. A survey and some open questions
- Theory of function spaces II
- Goodness-of-fit tests for parametric regression with selection biased data
- On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors
- Wavelet regression for random or irregular design.
- Wavelets on the interval and fast wavelet transforms
- Mixing: Properties and examples
- On multivariate kernel estimation for samples from weighted distributions
- Data dependent wavelet thresholding in nonparametric regression with change-point applications
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
- Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
- Nonparametric regression estimators for length biased data
- Wavelet threshold estimation of a regression function with random design
- Confidence bands in nonparametric regression with biased data
- An overview of nonparametric contributions to the problem of functional estimation from biased data
- The functional law of the iterated logarithm for stationary strongly mixing sequences
- Penalized wavelet monotone regression
- On the maxiset comparison between hard and block thresholding methods
- Regression function estimation from dependent observations
- Wavelet-Based estimation of multivariate regression functions in besov spaces*
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- Kernel regression in the presence of size-bias
- The Invariance Principle for Stationary Processes
