Nonparametric Estimation for Functional Data by Wavelet Thresholding

Christophe Chesneau (1) , Bertrand Maillot (1)

1 LMNO - Laboratoire de Mathématiques Nicolas Oresme

This paper deals with the density and regression estimation problems for functional data. Using wavelet bases for Hilbert spaces of functions, we develop a new adaptive procedure based on wavelet thresholding. Its asymptotic performances are explored via the maxiset approach.

Mots clés: Functional data; Density estimation; Nonparametric regression; Wavelets; Hard thresholding.; Hard thresholding

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Christophe Chesneau, Bertrand Maillot. Nonparametric Estimation for Functional Data by Wavelet Thresholding. 2011. ⟨hal-00634800v1⟩