Browsing by Subject "Pointwise risk"
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Article
Minimax rates of convergence and optimality of bayes factor wavelet regression estimators under pointwise risks
(2009)We consider function estimation in nonparametric regression over Besov spaces and under pointwise lu-risks (1 ≤ u < ∞). First we derive both non-adaptive and adaptive minimax pointwise rates of convergence in the standard ...
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Article
On pointwise optimality of Bayes factor wavelet regression estimators
(2006)We investigate the theoretical performance of Bayes factor estimators at a single point in wavelet regression models with independent and identically distributed errors that are not necessarily normally distributed. We ...