Regression with random design: a minimax study

DOI10.1016/J.SPL.2006.05.010zbMath1109.62028OpenAlexW2049012892MaRDI QIDQ870318

Christophe Chesneau

Publication date: 12 March 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.05.010

zbMATH Keywords

Besov spacesminimax rate of convergenceregression with random design

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (9)

Anisotropic functional deconvolution for the irregular design: A minimax study ⋮ An extension of Chesneau's theorem ⋮ Convergence order of wavelet thresholding estimator for differential operators on Besov spaces ⋮ Wavelet regression estimations for negatively associated sample ⋮ Non parametric regression estimations over L^p risk based on biased data ⋮ Adaptive estimation under single-index constraint in a regression model ⋮ A note on wavelet estimation of the derivatives of a regression function in a random design setting ⋮ Wavelet thresholding estimator on B s p , q ( R n ) ⋮ \(L^{p}\) convergence rate of wavelet estimators for the bias and multiplicative censoring model

Cites Work

• Unnamed Item
• Unnamed Item
• Wavelets on the interval and fast wavelet transforms
• Regression in random design and warped wavelets
• On minimax wavelet estimators
• Density estimation by wavelet thresholding
• Optimal global rates of convergence for nonparametric regression
• Wavelet estimation for samples with random uniform design
• Wavelet Deconvolution in a Periodic Setting
• Introduction to nonparametric estimation
• Thresholding algorithms, maxisets and well-concentrated bases

This page was built for publication: Regression with random design: a minimax study