Wavelet Estimation for Samples With Random Uniform Design

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Statistics Papers
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wavelets
nonparametric regression
minimax
adaptivity
Hölder class
Statistics and Probability
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Cai, T. Tony
Brown, L D
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We show that for nonparametric regression if the samples have random uniform design, the wavelet method with universal thresholding can be applied directly to the samples as if they were equispaced. The resulting estimator achieves within a logarithmic factor from the minimax rate of convergence over a family of Hölder classes. Simulation result is also discussed.

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1999-04-15
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