585 citations · 1.7k across the 57 of their papers we have counts for
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math.ST2009★ 10 cited
Asymptotic equivalence and adaptive estimation for robust nonparametric regression
T. Tony Cai, Harrison H. Zhou
Asymptotic equivalence theory developed in the literature so far are only for bounded loss functions. This limits the potential applications of the theory because many commonly use…
math.ST2009★ 74 cited
A data-driven block thresholding approach to wavelet estimation
T. Tony Cai, Harrison H. Zhou
A data-driven block thresholding procedure for wavelet regression is proposed and its theoretical and numerical properties are investigated. The procedure empirically chooses the b…