A note on wavelet estimation of the derivatives of a regression function in a random design setting - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2014

A note on wavelet estimation of the derivatives of a regression function in a random design setting

Résumé

We investigate the estimation of the derivatives of a regression function in the nonparametric regression model with random design. New wavelet estimators are developed. Their performances are evaluated via the mean integrated squared error. Fast rates of convergence are obtained for a wide class of unknown functions.
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Dates et versions

hal-00925546 , version 1 (08-01-2014)

Identifiants

  • HAL Id : hal-00925546 , version 1

Citer

Christophe Chesneau. A note on wavelet estimation of the derivatives of a regression function in a random design setting. 2014. ⟨hal-00925546⟩
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