The adaptivity of thresholding wavelet estimators in heteroscedastic nonparametric model with negatively super-additive dependent errors
From MaRDI portal
Publication:2131961
DOI10.1007/S42952-020-00049-6zbMath1484.62043OpenAlexW3008141257MaRDI QIDQ2131961
Xinsheng Liu, Mohamed Sief, Yuncai Yu, Ling Liu
Publication date: 27 April 2022
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42952-020-00049-6
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Minimax procedures in statistical decision theory (62C20)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- On minimaxity of block thresholded wavelets under elliptical symmetry
- Segmentation of the mean of heteroscedastic data via cross-validation
- Some maximal inequalities for quadratic forms of negative superadditive dependence random variables
- Wavelet regression in random design with heteroscedastic dependent errors
- Estimating continuous-time stochastic volatility models of the short-term interest rate
- Wavelet designs for estimating nonparametric curves with heteroscedastic error
- A connection between supermodular ordering and positive/negative association.
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach
- Regression in random design and warped wavelets
- Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors
- Almost sure convergence theorem and strong stability for weighted sums of NSD random variables
- Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
- Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables
- Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
- Complete convergence for arrays of row-wise negatively superadditive-dependent random variables and its applications
- M-test in linear models with negatively superadditive dependent errors
- On the minimax optimality of block thresholded wavelet estimators with long memory data
- An insight into high-resolution mass-spectrometry data
- A Note on Block-Thresholded Wavelet Estimators with Correlated Noise
- Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors
- On adaptivity of wavelet thresholding estimators with negatively super-additive dependent noise
- Heterogeneous Change Point Inference
- Rate exact Bayesian adaptation with modified block priors
This page was built for publication: The adaptivity of thresholding wavelet estimators in heteroscedastic nonparametric model with negatively super-additive dependent errors