Wavelet Estimation for Regression Convolution Model with Heteroscedastic Errors

DOI10.4208/JMS.V56N2.23.01MaRDI QIDQ6121337zbMATH OpenOpenAlexFDO

Authors Christophe Chesneau, Junke Kou

Publication date 26 February 2024

Published in Journal of Mathematical Study (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/jms.v56n2.23.01

zbMATH Keywords

heteroscedastic errorsnonparametric estimationregression convolution modelwavelets

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Adapting to Unknown Smoothness via Wavelet Shrinkage
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• Adaptive wavelet estimation: A block thresholding and oracle inequality approach
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• Additive regression for non-Euclidean responses and predictors
• Additive regression with Hilbertian responses
• Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators
• Blind deconvolution and deblurring in image analysis
• Blind image deblurring using jump regression analysis
• Confidence bands for inverse regression models
• scientific article; zbMATH DE number 741240 (Why is no real title available?)
• scientific article; zbMATH DE number 1850478 (Why is no real title available?)
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• On minimax wavelet estimators
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• Wavelet Deconvolution in a Periodic Setting
• Wavelets on the interval and fast wavelet transforms
• Wavelets, approximation, and statistical applications

Cited in

(2)

• Hermite regression estimation in noisy convolution model
• Limit theorems for wavelet conditional U-statistics for time series models

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