Wavelet estimation for samples with random uniform design
نویسندگان
چکیده
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.V. All rights reserved MSC: primary 62G07; secondary 62G20
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