Adaptive estimation of an additive regression function from weakly dependent data
نویسندگان
چکیده
منابع مشابه
Adaptive estimation of an additive regression function from weakly dependent data
A d-dimensional nonparametric additive regression model with dependent observations is considered. Using the marginal integration technique and wavelets methodology, we develop a new adaptive estimator for a component of the additive regression function. Its asymptotic properties are investigated via the minimax approach under the L2 risk over Besov balls. We prove that it attains a sharp rate ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2015
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.09.005