On Non-Equally Spaced Wavelet Regression Academic Article uri icon


  • Wavelet-based regression analysis is widely used mostly for equally-spaced designs. For such designs wavelets are superior to other traditional orthonormal bases because of their versatility and ability to parsimoniously describe irregular functions. If the regression design is random, an automatic solution is not available. For such non equispaced designs we propose an estimator that is a projection onto a multiresolution subspace in an associated multiresolution analysis. For defining scaling empirical coefficients in the proposed wavelet series estimator our method utilizes a probabilistic model on the design of independent variables. The paper deals with theoretical aspects of the estimator, in particular MSE convergence rates.

published proceedings

  • Annals of the Institute of Statistical Mathematics

author list (cited authors)

  • Pensky, M., & Vidakovic, B.

citation count

  • 23

complete list of authors

  • Pensky, Marianna||Vidakovic, Brani

publication date

  • December 2001