Adaptive Optimal Nonparametric Regression and Density Estimation Based on Fourier-Legendre Expansion

preprint2007arXivOpen access

Abstract

Motivated by finance and technical applications, the objective of this paper is to consider adaptive estimation of regression and density distribution based on Fourier-Legendre expansion, and construction of confidence intervals - also adaptive. The estimators are asymptotically optimal and adaptive in the sense that they can adapt to unknown smoothness.

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