Random design wavelet curve smoothing

被引：30

作者：

Antoniadis, A ^{[1
]}

Gregoire, G ^{[1
]}

Vial, P ^{[1
]}

机构：

[1] UNIV GRENOBLE 1,LAB IMAG,LMC,F-38041 GRENOBLE 9,FRANCE

来源：

STATISTICS & PROBABILITY LETTERS | 1997年 / 35卷 / 03期

关键词：

wavelets; multiresolution analysis; nonparametric regression estimation; binning; random design; Nadaraya-Watson estimate;

D O I：

10.1016/S0167-7152(97)00017-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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 O(n) method with asymptotic properties identical with those of linear wavelet estimators under a fixed equidistant design. (C) 1997 Elsevier Science B.V.

引用

页码：225 / 232

页数：8

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