Wavelet Estimation For Samples With Random Uniform Design
Statistics and Probability Letters 42, 313-321, (1999).
Wavelet Estimation For Samples With Random Uniform Design
Statistics and Probability Letters 42, 313-321, (1999).
- Abstract: 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 Hölder classes. Simulation result is also discussed.
- Paper: pdf file.
- Other related paper:
Cai, T. & Brown, L.D. (1998).
Wavelet shrinkage for nonequispaced samples.
The Annals of Statistics 26, 1783-1799.