Wavelet estimation for samples with random uniform design

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چکیده

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Wavelet estimation for samples with random uniform design

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 H older classes. Simulation result is also discussed. c © 1999 Elsevier Science B....

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ژورنال

عنوان ژورنال: Statistics & Probability Letters

سال: 1999

ISSN: 0167-7152

DOI: 10.1016/s0167-7152(98)00223-5