Regression with random design: A minimax study

Christophe Chesneau

Statistics & Probability Letters, 2007, vol. 77, issue 1, 40-53

Abstract: The problem of estimating a regression function based on a regression model with (known) random design is considered. By adopting the framework of wavelet analysis, we establish the asymptotic minimax rate of convergence under the risk over Besov balls. A part of this paper is devoted to the case where the design density is vanishing.

Keywords: Regression; with; random; design; Minimax; rate; of; convergence; Besov; spaces (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (2)

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