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Pré-Publication, Document De Travail Année : 2015

On the pointwise mean squared error of a multidimensional term-by-term thresholding wavelet estimator

Résumé

In this paper we provide a theoretical contribution to the point-wise mean squared error of an adaptive multidimensional term-by-term thresholding wavelet estimator. A general result exhibiting fast rates of convergence under mild assumptions on the model is proved. It can be applied for a wide range of nonparametric models including possible dependent observations. We give applications of this result for the nonpara-metric regression function estimation problem (with random design) and the conditional density estimation problem.
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Dates et versions

hal-01188362 , version 1 (29-08-2015)
hal-01188362 , version 2 (29-09-2015)
hal-01188362 , version 3 (13-12-2015)

Identifiants

  • HAL Id : hal-01188362 , version 1

Citer

Christophe Chesneau, Fabien Navarro. On the pointwise mean squared error of a multidimensional term-by-term thresholding wavelet estimator. 2015. ⟨hal-01188362v1⟩
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