Title
On non-equally spaced wavelet regression
Abbreviated Journal Title
Ann. Inst. Stat. Math.
Keywords
irregular design; NES regression; nonparametric statistical procedures; projection estimators; wavelets; CURVE ESTIMATION; SHRINKAGE; DESIGN; Statistics & Probability
Abstract
Wavelet-based regression analysis is widely used mostly for equally-spaced designs. For such designs wavelets are superior to other traditional orthonormal bases because of their versatility and ability to parsimoniously describe irregular functions. If the regression design is random, an automatic solution is not available. For such non equispaced designs we propose an estimator that is a projection onto a multiresolution subspace in an associated multiresolution analysis. For defining scaling empirical coefficients in the proposed wavelet series estimator our method utilizes a probabilistic model on the design of independent variables. The paper deals with theoretical aspects of the estimator, in particular MSE convergence rates.
Journal Title
Annals of the Institute of Statistical Mathematics
Volume
53
Issue/Number
4
Publication Date
1-1-2001
Document Type
Article
Language
English
First Page
681
Last Page
690
WOS Identifier
ISSN
0020-3157
Recommended Citation
"On non-equally spaced wavelet regression" (2001). Faculty Bibliography 2000s. 8155.
https://stars.library.ucf.edu/facultybib2000/8155