Wavelet threshold estimation for additive regression models

DOI10.1214/aos/1046294460zbMath1018.62031OpenAlexW2004304362MaRDI QIDQ1394761

Man-Yu Wong, Shuanglin Zhang

Publication date: 14 September 2003

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1046294460

zbMATH Keywords

Besov spacethresholdlocal polynomial estimationoptimal convergence rateadditive regressionwavelet estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (8)

Optimal estimation in additive regression models ⋮ Asymptotic normality for the wavelets estimator of the additive regression components ⋮ On rate-optimal nonparametric wavelet regression with long memory moving average errors ⋮ Nonparametric regression with the scale depending on auxiliary variable ⋮ Adaptive estimation of an additive regression function from weakly dependent data ⋮ Additive models with trend filtering ⋮ Cramér type moderate deviations for random fields ⋮ Wavelet thresholding in fixed design regression for Gaussian random fields

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The dimensionality reduction principle for generalized additive models
• Additive regression and other nonparametric models
• Wavelets on the interval and fast wavelet transforms
• The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
• Fitting a bivariate additive model by local polynomial regression
• Interpolation methods for nonlinear wavelet regression with irregularly spaced design
• Statistical estimation in varying coefficient models
• Wavelet threshold estimation of a regression function with random design
• Block threshold rules for curve estimation using kernel and wavelet methods
• Minimax estimation via wavelet shrinkage
• Direct estimation of low-dimensional components in additive models.
• On minimax wavelet estimators
• Density estimation by wavelet thresholding
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Estimation of additive regression models with known links
• Ten Lectures on Wavelets
• An Optimization Interpretation of Integration and Back-Fitting Estimators for Separable Nonparametric Models
• Ideal spatial adaptation by wavelet shrinkage
• Nonparametric Identification of Nonlinear Time Series: Projections
• Miscellanea. Efficient estimation of additive nonparametric regression models
• De-noising by soft-thresholding
• A kernel method of estimating structured nonparametric regression based on marginal integration
• Convergence of stochastic processes

This page was built for publication: Wavelet threshold estimation for additive regression models