Title : ( On the Minimax Optimality of Block ThresholdedWavelets Estimators for ro-Mixing Process )
Authors: Hassan Doosti , Hossein Ali Niroumand ,
Full TextAbstract
We propose a wavelet based regression function estimator for the estimation of the regression function for a sequence of -missing random variables with a common one-dimensional probability density function. Some asymptotic properties of the proposed estimator based on block threshoding are investigated. It is found that the estimators achieve optimal minimax convergence rates over a large classes of functions that involve many irregularities of a wide variety of types, including chirp and Doppler functions and jump discontinuties.
Keywords
, Block Thresholded, Non-linear wavelet-based estimator, Rates of convergence, Minimax estimation splines
@inproceedings{paperid:1013884,
author = {Doosti, Hassan and Niroumand, Hossein Ali},
title = {On the Minimax Optimality of Block ThresholdedWavelets Estimators for ro-Mixing Process},
booktitle = {46th Annual Conference of the Indian Econometric Society (TIES},
year = {2005},
location = {جامو, INDIA},
keywords = {Block Thresholded; Non-linear wavelet-based estimator;
Rates of convergence; Minimax estimation splines},
}
%0 Conference Proceedings
%T On the Minimax Optimality of Block ThresholdedWavelets Estimators for ro-Mixing Process
%A Doosti, Hassan
%A Niroumand, Hossein Ali
%J 46th Annual Conference of the Indian Econometric Society (TIES
%D 2005
