Wavelet threshold estimation for additive regression models
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Publication:1394761
DOI10.1214/aos/1046294460zbMath1018.62031OpenAlexW2004304362MaRDI QIDQ1394761
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
Besov spacethresholdlocal polynomial estimationoptimal convergence rateadditive regressionwavelet estimation
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
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