 |
|
|
|
| HAL: hal-00014248, version 2 |
| Detailed view |  Export this paper |
|
|
| Available versions: | v1 (2005-11-22) | v2 (2006-01-02) |
|
|
|
|
| Regression with random design: a minimax study |
|
|
| Christophe Chesneau 1 |
|
|
| (2005-11-22) |
|
|
|
| The problem of estimating a regression function based on a regression model with (known) random design is considered. By adopting the framework of wavelet analysis, we establish the asymptotic minimax rate of convergence over Besov balls under the Lp risk . A part of this paper is devoted to the case where the design density is vanishing. |
|
|
|
|
|
|
|
|
|
|
|
| 1: | Laboratoire de Probabilités et Modèles Aléatoires (LPMA) |
|
|
|
CNRS : UMR7599 – Université Pierre et Marie Curie [UPMC] - Paris VI – Université Paris VII - Paris Diderot |
|
|
|
|
|
|
|
|
|
| Subject | : | Mathematics/Statistics |
|
|
| minimax – wavelets – Besov – unconditional bases |
|
|
|
| Attached file list to this document: | |||||
|
|||||
|
|
|
| hal-00014248, version 2 | |
| http://hal.archives-ouvertes.fr/hal-00014248 | |
| oai:hal.archives-ouvertes.fr:hal-00014248 | |
| From: Christophe Chesneau | |
| Submitted on: Monday, 2 January 2006 14:37:23 | |
| Updated on: Monday, 2 January 2006 14:39:46 | |
