Adaptive variance function estimation in heteroscedastic nonparametric regression

DOI10.1214/07-AOS509zbMath1148.62021arXiv0810.4780OpenAlexW3104993672WikidataQ59758271 ScholiaQ59758271MaRDI QIDQ955129

T. Tony Cai, Lie Wang

Publication date: 18 November 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.4780

zbMATH Keywords

waveletsvariance function estimationthresholdingadaptive estimationnonparametric regression

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) Numerical methods for wavelets (65T60)

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Uses Software

• EBayesThresh

Cites Work

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