Wavelet-based estimation of conditional densities using FlexCode method
Wavelet feature screening in high dimensional regression models
| Full text | |
| Author(s): |
Morettin, Pedro A.
;
Porto, Rogerio F.
Total Authors: 2
|
| Document type: | Journal article |
| Source: | SAO PAULO JOURNAL OF MATHEMATICAL SCIENCES; v. 16, n. 1, p. 27-pg., 2021-05-18. |
| Abstract | |
In this paper we survey the estimation of nonparametric regression models using wavelets, under different conditions on the innovations, on the predictor variables, on the function spaces involved and on the regularity conditions imposed. We begin with the seminal works of Donoho and co-authors, in the regular fixed design and independent and identically Gaussian noise and move towards non-regular designs, random designs and correlated errors. (AU) | |
| FAPESP's process: | 18/04654-9 - Time series, wavelets and high dimensional data |
| Grantee: | Pedro Alberto Morettin |
| Support Opportunities: | Research Projects - Thematic Grants |