Adaptive variance function estimation in heteroscedastic nonparametric regression
暂无分享,去创建一个
[1] M. Rosenblatt. Remarks on Some Nonparametric Estimates of a Density Function , 1956 .
[2] E. Parzen. On Estimation of a Probability Density Function and Mode , 1962 .
[3] J. Berger. Minimax estimation of a multivariate normal mean under arbitrary quadratic loss , 1976 .
[4] H. Triebel. Theory Of Function Spaces , 1983 .
[5] L. L. Cam,et al. Asymptotic Methods In Statistical Decision Theory , 1986 .
[6] Ulrich Stadtmüller,et al. Estimation of Heteroscedasticity in Regression Analysis , 1987 .
[7] Raymond J. Carroll,et al. Variance Function Estimation in Regression: the Effect of Estimating the Mean , 1988 .
[8] Ingrid Daubechies,et al. Ten Lectures on Wavelets , 1992 .
[9] H. Müller,et al. On variance function estimation with quadratic forms , 1993 .
[10] Y. Meyer. Wavelets and Operators , 1993 .
[11] I. Johnstone,et al. Ideal spatial adaptation by wavelet shrinkage , 1994 .
[12] D. L. Donoho,et al. Ideal spacial adaptation via wavelet shrinkage , 1994 .
[13] I. Johnstone,et al. Wavelet Shrinkage: Asymptopia? , 1995 .
[14] L. Brown,et al. A constrained risk inequality with applications to nonparametric functional estimation , 1996 .
[15] Hsien-Kuei Hwang,et al. Large deviations for combinatorial distributions. I. Central limit theorems , 1996 .
[16] David Ruppert,et al. Local polynomial variance-function estimation , 1997 .
[17] Jianqing Fan,et al. Efficient Estimation of Conditional Variance Functions in Stochastic Regression , 1998 .
[18] P. Hall,et al. Block threshold rules for curve estimation using kernel and wavelet methods , 1998 .
[19] T. Tony Cai,et al. WAVELET SHRINKAGE FOR NONEQUISPACED SAMPLES , 1998 .
[20] P. Hall,et al. ON THE MINIMAX OPTIMALITY OF BLOCK THRESHOLDED WAVELET ESTIMATORS , 1999 .
[21] T. Cai. Adaptive wavelet estimation : A block thresholding and oracle inequality approach , 1999 .
[22] B. Silverman,et al. Incorporating Information on Neighboring Coefficients Into Wavelet Estimation , 2001 .
[23] T. Tony Cai,et al. ON BLOCK THRESHOLDING IN WAVELET REGRESSION: ADAPTIVITY, BLOCK SIZE, AND THRESHOLD LEVEL , 2002 .
[24] I. Johnstone,et al. Empirical Bayes selection of wavelet thresholds , 2005, math/0508281.
[25] T. Tony Cai,et al. Effect of mean on variance function estimation in nonparametric regression , 2006 .
[26] Lawrence D. Brown,et al. Variance estimation in nonparametric regression via the difference sequence method , 2007, 0712.0898.