Statistics Papers
Document Type
Working Paper
Date of this Version
4-15-1999
Publication Source
Statistics & Probability Letters
Volume
42
Issue
3
Start Page
313
Last Page
321
DOI
10.1016/S0167-7152(98)00223-5
Abstract
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.
Copyright/Permission Statement
© 1999. This manuscript version is made available under the CC-BY-NC-ND 4.0 license.
Keywords
wavelets, nonparametric regression, minimax, adaptivity, Hölder class
Recommended Citation
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.