Wavelet Threshold Estimator of Semiparametric Regression Function with Correlated Errors
Wavelet analysis is one of the useful techniques in mathematics which is used much in statistics science recently. In this paper, in addition to introduce the wavelet transformation, the wavelet threshold estimation of semiparametric regression model with correlated errors with having Gaussian distr...
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| Format: | Article |
| Language: | fas |
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Kharazmi University
2022-11-01
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| Series: | پژوهشهای ریاضی |
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| Online Access: | http://mmr.khu.ac.ir/article-1-2913-en.html |
| _version_ | 1797871641926041600 |
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| author | Mahmoud Afshari Abouza Bazyari Hamid Karamikabir |
| author_facet | Mahmoud Afshari Abouza Bazyari Hamid Karamikabir |
| author_sort | Mahmoud Afshari |
| collection | DOAJ |
| description | Wavelet analysis is one of the useful techniques in mathematics which is used much in statistics science recently. In this paper, in addition to introduce the wavelet transformation, the wavelet threshold estimation of semiparametric regression model with correlated errors with having Gaussian distribution is determined and the convergence ratio of estimator computed. To evaluate the wavelet threshold estimation, the block function and sinusoidal function are used as objective functions and using the simulation method the average of mean square error and standard deviation of this estimator are compared with the average of mean square error and standard deviation of kernel method. Also, the wavelet semiparametric regression model has been fitted to data on the growth rate of the teeth. |
| first_indexed | 2024-04-10T00:45:56Z |
| format | Article |
| id | doaj.art-4c9317a7e4234883883c5bc72a291083 |
| institution | Directory Open Access Journal |
| issn | 2588-2546 2588-2554 |
| language | fas |
| last_indexed | 2024-04-10T00:45:56Z |
| publishDate | 2022-11-01 |
| publisher | Kharazmi University |
| record_format | Article |
| series | پژوهشهای ریاضی |
| spelling | doaj.art-4c9317a7e4234883883c5bc72a2910832023-03-13T19:23:44ZfasKharazmi Universityپژوهشهای ریاضی2588-25462588-25542022-11-0183180205Wavelet Threshold Estimator of Semiparametric Regression Function with Correlated ErrorsMahmoud Afshari0Abouza Bazyari1Hamid Karamikabir2 Department of Statistics, Persian Gulf University, Bushehr, Iran Department of Statistics, Persian Gulf University, Bushehr, Iran Department of Statistics, Persian Gulf University, Bushehr, Iran Wavelet analysis is one of the useful techniques in mathematics which is used much in statistics science recently. In this paper, in addition to introduce the wavelet transformation, the wavelet threshold estimation of semiparametric regression model with correlated errors with having Gaussian distribution is determined and the convergence ratio of estimator computed. To evaluate the wavelet threshold estimation, the block function and sinusoidal function are used as objective functions and using the simulation method the average of mean square error and standard deviation of this estimator are compared with the average of mean square error and standard deviation of kernel method. Also, the wavelet semiparametric regression model has been fitted to data on the growth rate of the teeth.http://mmr.khu.ac.ir/article-1-2913-en.htmlconvergence ratiocorrelated errorssemiparametric regressionwavelet threshold |
| spellingShingle | Mahmoud Afshari Abouza Bazyari Hamid Karamikabir Wavelet Threshold Estimator of Semiparametric Regression Function with Correlated Errors پژوهشهای ریاضی convergence ratio correlated errors semiparametric regression wavelet threshold |
| title | Wavelet Threshold Estimator of Semiparametric Regression Function with Correlated Errors |
| title_full | Wavelet Threshold Estimator of Semiparametric Regression Function with Correlated Errors |
| title_fullStr | Wavelet Threshold Estimator of Semiparametric Regression Function with Correlated Errors |
| title_full_unstemmed | Wavelet Threshold Estimator of Semiparametric Regression Function with Correlated Errors |
| title_short | Wavelet Threshold Estimator of Semiparametric Regression Function with Correlated Errors |
| title_sort | wavelet threshold estimator of semiparametric regression function with correlated errors |
| topic | convergence ratio correlated errors semiparametric regression wavelet threshold |
| url | http://mmr.khu.ac.ir/article-1-2913-en.html |
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