Wavelet threshold estimation for additive regression models
加性回归模型的小波阈值估计
Additive regression models have turned out to be useful statistical tools in the analysis of high-dimensional data. The attraction of such models is that the additive component can be estimated with the same optimal convergence rate as a one-dimensional nonparametric regression. However, this optimal property holds only when all the additive components have the same degree of "homogeneous" smoothness. In this paper, we propose a two-step wavelet thresholding estimation…