Date of this Version
Statistics & Probability Letters
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.
© 1999. This manuscript version is made available under the CC-BY-NC-ND 4.0 license.
wavelets, nonparametric regression, minimax, adaptivity, Hölder class
Cai, T., & Brown, L. D. (1999). Wavelet Estimation for Samples With Random Uniform Design. Statistics & Probability Letters, 42 (3), 313-321. http://dx.doi.org/10.1016/S0167-7152(98)00223-5
Date Posted: 27 November 2017
This document has been peer reviewed.