Nonparametric Pointwise Estimation for a Regression Model with Multiplicative Noise

In this paper, we consider a general nonparametric regression estimation model with the feature of having multiplicative noise. We propose a linear estimator and nonlinear estimator by wavelet method. The convergence rates of those regression estimators under pointwise error over Besov spaces are pr...

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Main Authors: Jia Chen, Junke Kou
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Journal of Function Spaces
Online Access:http://dx.doi.org/10.1155/2021/1599286
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author Jia Chen
Junke Kou
author_facet Jia Chen
Junke Kou
author_sort Jia Chen
collection DOAJ
description In this paper, we consider a general nonparametric regression estimation model with the feature of having multiplicative noise. We propose a linear estimator and nonlinear estimator by wavelet method. The convergence rates of those regression estimators under pointwise error over Besov spaces are proved. It turns out that the obtained convergence rates are consistent with the optimal convergence rate of pointwise nonparametric functional estimation.
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institution Kabale University
issn 2314-8896
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language English
publishDate 2021-01-01
publisher Wiley
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series Journal of Function Spaces
spelling doaj-art-ae03f97d88f044e1ad8c88254c43df0f2025-08-20T03:38:59ZengWileyJournal of Function Spaces2314-88962314-88882021-01-01202110.1155/2021/15992861599286Nonparametric Pointwise Estimation for a Regression Model with Multiplicative NoiseJia Chen0Junke Kou1School of Mathematics and Computational Science, Guilin University of Electronic Technology, Guilin, Guangxi 541004, ChinaSchool of Mathematics and Computational Science, Guilin University of Electronic Technology, Guilin, Guangxi 541004, ChinaIn this paper, we consider a general nonparametric regression estimation model with the feature of having multiplicative noise. We propose a linear estimator and nonlinear estimator by wavelet method. The convergence rates of those regression estimators under pointwise error over Besov spaces are proved. It turns out that the obtained convergence rates are consistent with the optimal convergence rate of pointwise nonparametric functional estimation.http://dx.doi.org/10.1155/2021/1599286
spellingShingle Jia Chen
Junke Kou
Nonparametric Pointwise Estimation for a Regression Model with Multiplicative Noise
Journal of Function Spaces
title Nonparametric Pointwise Estimation for a Regression Model with Multiplicative Noise
title_full Nonparametric Pointwise Estimation for a Regression Model with Multiplicative Noise
title_fullStr Nonparametric Pointwise Estimation for a Regression Model with Multiplicative Noise
title_full_unstemmed Nonparametric Pointwise Estimation for a Regression Model with Multiplicative Noise
title_short Nonparametric Pointwise Estimation for a Regression Model with Multiplicative Noise
title_sort nonparametric pointwise estimation for a regression model with multiplicative noise
url http://dx.doi.org/10.1155/2021/1599286
work_keys_str_mv AT jiachen nonparametricpointwiseestimationforaregressionmodelwithmultiplicativenoise
AT junkekou nonparametricpointwiseestimationforaregressionmodelwithmultiplicativenoise