A Note on the Adaptive Estimation of a Multiplicative Separable Regression Function
Author(s) -
Christophe Chesneau
Publication year - 2014
Publication title -
isrn applied mathematics
Language(s) - English
Resource type - Journals
eISSN - 2090-5572
pISSN - 2090-5564
DOI - 10.1155/2014/271303
Subject(s) - estimator , multiplicative function , mathematics , nonparametric regression , separable space , mean squared error , regression function , nonparametric statistics , function (biology) , regression , statistics , mathematical analysis , evolutionary biology , biology
We investigate the estimation of a multiplicative separable regression function from a bidimensional nonparametric regression model with random design. We present a general estimator for this problem and study its mean integrated squared error (MISE) properties. A wavelet version of this estimator is developed. In some situations, we prove that it attains the standard unidimensional rate of convergence under the MISE over Besov balls.
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