Adaptive estimation of an additive regression function from weakly dependent data

DOI10.1016/j.jmva.2014.09.005zbMath1302.62092arXiv1111.3994OpenAlexW2010978473MaRDI QIDQ476220

Bertrand Maillot, Jalal Fadili, Christophe Chesneau

Publication date: 28 November 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.3994

zbMATH Keywords

waveletsadaptivitydependent dataadditive regressionhard thresholding

Mathematics Subject Classification ID

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

Related Items (7)

Nonparametric regression on random fields with random design using wavelet method ⋮ Regression estimation under strong mixing data ⋮ Wavelet thresholding estimator on B s p , q ( R n ) ⋮ Averaged and integrated estimations of varying-coefficient regression models with dependent observations ⋮ Wavelet-based robust estimation and variable selection in nonparametric additive models ⋮ Wavelet regression estimations with strong mixing data ⋮ Wavelet thresholding in fixed design regression for Gaussian random fields

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