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Confidence Intervals for Adaptive Regression Estimation on the Besov Spaces
The problem of adaptive estimation of the regression function f from noisy observations is concerned. A confidence interval for the L_2-error for wavelet adaptive... -
Confidence Intervals for Adaptive Regression Estimation
The problem of adaptive estimation of the regression function f from noisy observation is concerned. A wavelet adaptive estimator of unknown function with the... -
Model selection and estimation of a component in additive regression
Let $Y\in\R^n$ be a random vector with mean $s$ and covariance matrix $\sigma^2P_n\tra{P_n}$ where $P_n$ is some known $n\times n$-matrix. We construct a statistical... -
Adaptive estimation of mean and volatility functions in (auto)-regressive models
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Minimax testing of a composite null hypothesis defined via a quadratic functi...
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On a nonparametric resampling scheme for Markov random fields
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Tight conditions for consistency of variable selection in the context of high...
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Nonparametric Estimation for Functional Data by Wavelet Thresholding
This paper deals with density and regression estimation problems for functional data. Using wavelet bases for Hilbert spaces of functions, we develop a new adaptive... -
Iterative isotonic regression
This thesis is part of non parametric univariate regression. Assume that the regression function is of bounded variation then the Jordan’s decomposition ensures that... -
Adaptive wavelet estimation of the diffusion coefficient under additive error...
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Model selection and smoothing of mean and variance functions in nonparametric...
In this paper we propose a new multivariate nonparametric heteroscedastic regression procedure in the framework of smoothing spline analysis of variance (SS-ANOVA).... -
Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
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On the adaptive wavelet estimation of a multidimensional regression function ...
We investigate the estimation of a multidimensional regression function $f$ from $n$ observations of a $\alpha$-mixing process $(Y,X)$ with $Y=f(X)+\xi$, where $X$... -
Optimal model selection in heteroscedastic regression using piecewise polynom...
We consider the estimation of a regression function with random design and heteroscedastic noise in a nonparametric setting. More precisely, we address the problem of... -
Wavelet Estimators in Nonparametric Regression: A Comparative Simulation Study
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Learning near-optimal policies with Bellman-residual minimization based fitte...
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On the adaptive estimation of a multiplicative separable regression function
We investigate the estimation of a multiplicative separable regression function from a bi-dimensional nonparametric regression model with random design. We present a...
