Wavelet-based estimators of multivariable mean regression function with long-memory data

DOI10.1080/03610926.2015.1112913MaRDI QIDQ5160184zbMATH OpenOpenAlexFDO

Authors Yunzhu He, Dongsheng Wu

Publication date 28 October 2021

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

Full work available at URL https://doi.org/10.1080/03610926.2015.1112913

zbMATH Keywords

long-range dependencemean integrated squared errormultivariable non parametric regressionnonlinear wavelet-based estimatorpiecewise smooth

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
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• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• Multiple Wiener-Ito integrals. With applications to limit theorems
• Noncentral limit theorems for quadratic forms in random variables having long-range dependence
• Nonparametric regression with long-range dependence
• On the minimax optimality of block thresholded wavelet estimators with long memory data
• Ten Lectures on Wavelets
• Wavelet-based estimators of mean regression function with long memory data
• Wavelets, approximation, and statistical applications

Cited in

(9)

• Multivariate wavelet Whittle estimation in long-range dependence
• Function estimation via wavelet shrinkage for long-memory data
• On rate-optimal nonparametric wavelet regression with long memory moving average errors
• Wavelet-based estimators of mean regression function with long memory data
• On the minimax optimality of block thresholded wavelet estimators with long memory data
• scientific article; zbMATH DE number 6613886 (Why is no real title available?)
• A wavelet-based Bayesian approach to regression models with long memory errors and its application to fMRI data
• Wavelet estimations for longitudinal data
• Mean integrated squared error of nonlinear wavelet-based estimators with long memory data

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