Wavelet-based estimation of regression function for dependent biased data under a given random design

Yogendra P. Chaubey, Christophe Chesneau and Esmaeil Shirazi

Journal of Nonparametric Statistics, 2013, vol. 25, issue 1, 53-71

Abstract: In this article, we consider the estimation of the regression function in a dependent biased model. It is assumed that the observations form a stationary α-mixing sequence. We introduce a new estimator based on a wavelet basis. We explore its asymptotic performances via the supremum norm error and the mean integrated squared error. Fast rates of convergence are established.

Date: 2013
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Citations: View citations in EconPapers (6)

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DOI: 10.1080/10485252.2012.734619

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