Wavelet Threshold Estimation of a Regression Function with Random Design

Shuanglin Zhang, Man-Yu Wong and Zhongguo Zheng

Journal of Multivariate Analysis, 2002, vol. 80, issue 2, 256-284

Abstract: The wavelet threshold estimator of a regression function for the random design is constructed. The optimal uniform convergence rate of the estimator in a ball of Besov Space Bsp, q is proved under general assumptions. The adaptive wavelet threshold estimator with near-optimal convergence rate in a wide range of Besov scale is also constructed.

Keywords: local; polynomial; estimation; wavelet; estimation; optimal; convergence; rate; regression; estimation; threshold; Besov; space (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (1)

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