Wavelets for Nonparametric Stochastic Regression with Mixing Stochastic Process

DOI10.1080/03610920701653003MaRDI QIDQ5457967zbMATH OpenOpenAlexFDO

Authors Hassan Doosti, Mahmoud Afshari, Hossein Ali Niroumand

Publication date 10 April 2008

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920701653003

zbMATH Keywords

Besov spacemixing stochastic processmultiresolution analysisnonparametric curve estimationrandom designwavelets

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 1843490
• Wavelet estimation of regression function based on mixing sequence under fixed design
• scientific article; zbMATH DE number 5769421
• Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes
• scientific article; zbMATH DE number 2147816

Cites work

• Density estimation in Besov spaces
• scientific article; zbMATH DE number 46694 (Why is no real title available?)
• Nonparametric regression analysis of longitudinal data
• On non-equally spaced wavelet regression
• On the computation of wavelet coefficients
• Practical estimation of multivariate densities using wavelet methods
• Random design wavelet curve smoothing
• Regularization of Wavelet Approximations
• Smooth Design-Adapted Wavelets for Nonparametric Stochastic Regression
• Stochastic curve estimation
• Theory of function spaces II
• Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses
• Wavelet Methods for Curve Estimation
• Wavelet regression for random or irregular design.
• Wavelets, approximation, and statistical applications

Cited in

(17)

• A stochastic nonlinear regression estimator using wavelets
• Wavelet regression estimation in nonparametric mixed effect models
• Wavelet-based scalar-on-function finite mixture regression models
• Asymptotics for \(L_1\)-wavelet method for nonparametric regression
• Uniform convergence rates for wavelet curve estimation in sup-norm loss
• A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
• scientific article; zbMATH DE number 5769421 (Why is no real title available?)
• Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences
• Nonlinear wavelet shrinkage estimator of nonparametric regularity regression function via cross-validation with simulation study
• Wavelet-based estimators for mixture regression
• scientific article; zbMATH DE number 1843490 (Why is no real title available?)
• scientific article; zbMATH DE number 1405820 (Why is no real title available?)
• Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m
• A new Bayesian wavelet thresholding estimator of nonparametric regression
• Smooth Design-Adapted Wavelets for Nonparametric Stochastic Regression
• Wavelet-L₁-estimation for non parametric location-scale models under a general dependence framework
• Nonparametric regression with warped wavelets and strong mixing processes

This page was built for publication: Wavelets for Nonparametric Stochastic Regression with Mixing Stochastic Process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5457967)