Wavelet shrinkage for regression models with random design and correlated errors

DOI10.1214/15-BJPS296zbMath1360.62191MaRDI QIDQ509594

Yong-Cai Geng, Sumit K. Garg

Publication date: 17 February 2017

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

waveletssmoothingsemiparametric estimationdenoisingnonparametric regressionautocorrelation

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 estimation (62G05)

Related Items (5)

Nonparametric regression with warped wavelets and strong mixing processes ⋮ Least squares orthogonal polynomial regression estimation for irregular design ⋮ Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions ⋮ On least squares discrete Fourier analysis of unequally spaced data ⋮ Estimation of nonparametric regression models by wavelets

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