Title : On the minimax optimality of block thresholded Wavelets estimators ( On the Minimax Optimality of Block Thresholded Wavelets Estimators for p-Mixing Process )
Authors: Hassan Doosti , حسینعلی نیرومند ,
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Abstract
We propose a wavelet based regression function estimator for the estimation of the regression function for a sequence of p-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
@article{paperid:101911,
author = {Doosti, Hassan and حسینعلی نیرومند},
title = {On the minimax optimality of block thresholded Wavelets estimators},
journal = {Journal of Sciences, Islamic Republic of Iran},
year = {2006},
month = {February},
issn = {1016-1104},
keywords = {Block Thresholded; Non-linear wavelet-based estimator; Rates of convergence; Minimax estimation splines},
}
%0 Journal Article
%T On the minimax optimality of block thresholded Wavelets estimators
%A Doosti, Hassan
%A حسینعلی نیرومند
%J Journal of Sciences, Islamic Republic of Iran
%@ 1016-1104
%D 2006
