Title
Wavelet regression estimations with strong mixing data.
Abstract
Using a wavelet basis, we establish in this paper upper bounds of wavelet estimation on \( L^{p}({\mathbb {R}}^{d}) \) risk of regression functions with strong mixing data for \( 1\le p<\infty \). In contrast to the independent case, these upper bounds have different analytic formulae for \(p\in [1, 2]\) and \(p\in (2, +\infty )\). For \(p=2\), it turns out that our result reduces to a theorem of Chaubey et al. (J Nonparametr Stat 25:53–71, 2013); and for \(d=1\) and \(p=2\), it becomes the corresponding theorem of Chaubey and Shirazi (Commun Stat Theory Methods 44:885–899, 2015).
Year
DOI
Venue
2018
10.1007/s10260-018-00430-0
Statistical Methods and Applications
Keywords
Field
DocType
Regression estimation,$$L^{p}$$Lp risk,Convergence rate,Strong mixing,Wavelet,62G07,42C40,62G20
Combinatorics,Regression,Rate of convergence,Statistics,Mathematics,Wavelet
Journal
Volume
Issue
ISSN
27
4
1618-2510
Citations 
PageRank 
References 
0
0.34
1
Authors
2
Name
Order
Citations
PageRank
Junke Kou100.34
Youming Liu272.68