On Non-Equally Spaced Wavelet Regression
Irregular design; NES regression; Nonparametric statistical procedures; Projection estimators; Wavelets
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.
Annals of the Institute of Statistical Mathematics
Number of Pages
Source API URL
Pensky, Marianna and Vidakovic, Brani, "On Non-Equally Spaced Wavelet Regression" (2001). Scopus Export 2000s. 19.