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Preprints, Working Papers, ... Year : 2006

Regression with random design: a minimax study

Abstract

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.
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Dates and versions

hal-00014248 , version 1 (22-11-2005)
hal-00014248 , version 2 (02-01-2006)

Identifiers

  • HAL Id : hal-00014248 , version 2

Cite

Christophe Chesneau. Regression with random design: a minimax study. 2006. ⟨hal-00014248v2⟩
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