On MISE of a Non linear Wavelet Estimator of the Regression Function Based on Biased Data under Strong Mixing
Yogendra P. Chaubey, Esmaeil Shirazi · Communication in Statistics- Theory and Methods · 2014
In this paper, we consider the adaptation of the non linear wavelet-based estimator of the regression function for the biased data setup under strong mixing. We provide an asymptotic sharp bound for the mean integrated squared error (MISE) of the estimator, that is nearly optimal in the minimax sense over a large range of Besov function classes.