Wavelet estimation for samples with random uniform design

T. Tony Cai and Lawrence D. Brown

Statistics & Probability Letters, 1999, vol. 42, issue 3, 313-321

Abstract: 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.

Keywords: Wavelets; Nonparametric; regression; Minimax; Adaptivity; Holder; class (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (11)

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