Random design wavelet curve smoothing

Common wavelet-based methods for nonparametric regression estimation are difficult to apply when the design is random. This paper proposes a modification of the linear wavelet estimator, called the binned wavelet estimator leading to a fast method with asymptotic properties identical with those of linear wavelet estimators under a fixed equidistant design.

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Year of publication:	1997
Authors:	Antoniadis, A. ; Grégoire, G. ; Vial, P.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 35.1997, 3, p. 225-232
Publisher:	Elsevier
Keywords:	Wavelets Multiresolution analysis Nonparametric regression estimation Binning Random design Nadaraya-Watson estimate

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254252