Adaptive wavelet estimation of a function in an indirect regression model
نویسندگان
چکیده
منابع مشابه
Adaptive wavelet estimation of a function in an indirect regression model
We consider a nonparametric regression model where m noiseperturbed functions f1, . . . , fm are randomly observed. For a fixed ν ∈ {1, . . . ,m}, we want to estimate fν from the observations. To reach this goal, we develop an adaptive wavelet estimator based on a hard thresholding rule. Adopting the minimax approach under the mean integrated squared error over Besov balls, we prove that it att...
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Wavelet Threshold Estimator of Semiparametric Regression Function with Correlated Errors
Wavelet analysis is one of the useful techniques in mathematics which is used much in statistics science recently. In this paper, in addition to introduce the wavelet transformation, the wavelet threshold estimation of semiparametric regression model with correlated errors with having Gaussian distribution is determined and the convergence ratio of estimator computed. To evaluate the wavelet th...
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ژورنال
عنوان ژورنال: AStA Advances in Statistical Analysis
سال: 2011
ISSN: 1863-8171,1863-818X
DOI: 10.1007/s10182-011-0157-2