Wavelet regression in random design with heteroscedastic dependent errors
نویسندگان
چکیده
منابع مشابه
Wavelet Regression in Random Design with Heteroscedastic Dependent Errors
We investigate function estimation in nonparametric regression models with random design and heteroscedastic correlated noise. Adaptive properties of warped wavelet nonlinear approximations are studied over a wide range of Besov scales, f ∈ B π,r, and for a variety of L error measures. We consider error distributions with Long-RangeDependence parameter α,0 < α ≤ 1; heteroscedasticity is modeled...
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We investigate function estimation in nonparametric regression models with random design and heteroscedastic correlated noise. Adaptive properties of warped wavelet nonlinear approximations are studied over a wide range of Besov scales, f ∈Bs π,r , and for a variety of Lp error measures. We consider error distributions with Long-Range-Dependence parameter α,0 < α ≤ 1; heteroscedasticity is mode...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2009
ISSN: 0090-5364
DOI: 10.1214/09-aos684