Nonparametric Pointwise Estimation for a Regression Model with Multiplicative Noise | Zendy

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Nonparametric Pointwise Estimation for a Regression Model with Multiplicative Noise

Author(s) -

Jia Chen,

Junke Kou

Publication year - 2021

Publication title -

journal of function spaces

Language(s) - English

Resource type - Journals

eISSN - 2314-8896

pISSN - 2314-8888

DOI - 10.1155/2021/1599286

Subject(s) - pointwise , estimator , nonparametric regression , mathematics , nonparametric statistics , multiplicative function , rate of convergence , statistics , econometrics , computer science , mathematical analysis , computer network , channel (broadcasting)

In this paper, we consider a general nonparametric regression estimation model with the feature of having multiplicative noise. We propose a linear estimator and nonlinear estimator by wavelet method. The convergence rates of those regression estimators under pointwise error over Besov spaces are proved. It turns out that the obtained convergence rates are consistent with the optimal convergence rate of pointwise nonparametric functional estimation.

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