Adaptive Optimal Nonparametric Regression and Density Estimation Based on Fourier-Legendre Expansion
Statistics Theory
2011-02-19 v1 Spectral Theory
Statistics Theory
Abstract
Motivated by finance and technical applications, the objective of this paper is to consider adaptive estimation of regression and density distribution based on Fourier-Legendre expansion, and construction of confidence intervals - also adaptive. The estimators are asymptotically optimal and adaptive in the sense that they can adapt to unknown smoothness.
Cite
@article{arxiv.0706.0881,
title = {Adaptive Optimal Nonparametric Regression and Density Estimation Based on Fourier-Legendre Expansion},
author = {E. Ostrovsky and Y. Zelikov},
journal= {arXiv preprint arXiv:0706.0881},
year = {2011}
}