On MISE of a Non linear Wavelet Estimator of the Regression Function Based on Biased Data under Strong Mixing |
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| Authors: | Yogendra P. Chaubey Esmaeil Shirazi |
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| Affiliation: | 1. Department of Mathematics and Statistics, Concordia University, Montréal Québec, Canadayogen.chaubey@concordia.ca;3. Department of Statistics, Faculty of Science, Gonbad Kavous University, Gonbad, Iran |
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| Abstract: | In this paper, we consider the adaptation of the non linear wavelet-based estimator of the regression function for the biased data setup under strong mixing. We provide an asymptotic sharp bound for the mean integrated squared error (MISE) of the estimator, that is nearly optimal in the minimax sense over a large range of Besov function classes. |
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| Keywords: | Biased data Mean integrated squared error Non linear wavelet density estimator Wavelets α-mixing |
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