585 citations · 1.7k across the 57 of their papers we have counts for
4 papers · 2 filters
Robust nonparametric estimation via wavelet median regression
Lawrence D. Brown, T. Tony Cai, Harrison H. Zhou
In this paper we develop a nonparametric regression method that is simultaneously adaptive over a wide range of function classes for the regression function and robust over a large…
Adaptive variance function estimation in heteroscedastic nonparametric regression
T. Tony Cai, Lie Wang
We consider a wavelet thresholding approach to adaptive variance function estimation in heteroscedastic nonparametric regression. A data-driven estimator is constructed by applying…
Effect of mean on variance function estimation in nonparametric regression
Lie Wang, Lawrence D. Brown, T. Tony Cai +1
Variance function estimation in nonparametric regression is considered and the minimax rate of convergence is derived. We are particularly interested in the effect of the unknown m…
Discussion: The Dantzig selector: Statistical estimation when is much larger than
T. Tony Cai, Jinchi Lv
Discussion of ``The Dantzig selector: Statistical estimation when is much larger than '' [math/0506081]