Confidence sets for nonparametric wavelet regression

DOI10.1214/009053605000000011zbMath1068.62057arXivmath/0505632OpenAlexW2103924287MaRDI QIDQ2388354

Christopher R. Genovese, Larry Alan Wasserman

Publication date: 12 September 2005

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

Full work available at URL: https://arxiv.org/abs/math/0505632

zbMATH Keywords

waveletsthresholdingStein's unbiased risk estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes (62M99)

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