Wavelet estimation for samples with random uniform design
We show that for nonparametric regression if the samples have random uniform design, the wavelet method with universal thresholding can be applied directly to the samples as if they were equispaced. The resulting estimator achieves within a logarithmic factor from the minimax rate of convergence over a family of Hölder classes. Simulation result is also discussed.
Year of publication: |
1999
|
---|---|
Authors: | Cai, T. Tony ; Brown, Lawrence D. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 42.1999, 3, p. 313-321
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Publisher: |
Elsevier |
Keywords: | Wavelets Nonparametric regression Minimax Adaptivity Holder class |
Saved in:
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