Nonparametric Wavelet Regression Based on Biased Data |
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Authors: | Christophe Chesneau |
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Institution: | Laboratoire de Mathématiques Nicolas Oresme, Université de Caen, Caen, France |
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Abstract: | The estimation of the regression function in the biased nonparametric regression model is investigated. We propose and develop a new wavelet-based methodology for this problem. In particular, an adaptive hard thresholding wavelet estimator is constructed. Under mild assumptions on the model, we prove that it enjoys powerful mean integrated squared error properties over Besov balls. |
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Keywords: | Biased regression estimation Adaptivity Wavelets |
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