Wavelet regression for random or irregular design

被引：45
|
作者：
Antoniadis, A [1 ]
Pham, DT [1 ]
机构：
[1] INRIA, CNRS, IMAG, Lab Modelling & Computat, F-38041 Grenoble 09, France
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 1998年 / 28卷 / 04期
关键词：
D O I：
10.1016/S0167-9473(98)90145-1
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
In this paper, wavelet regression estimators are introduced, both in the random and the irregular design cases and without the restriction that the sample size is a power of two. A fast computational algorithm for approximating the empirical counterpart of the scaling and wavelet coefficients, is developed. The convergence rate of the estimator is established. The method is illustrated by some simulations and by a real example. (C) 1998 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：353 / 369
页数：17
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