Warped Wavelet and Vertical Thresholding

Pierpaolo Brutti

Let $\{(X_i,Y_i){\}}_{i\in \{1,...,n\}}$ be an i.i.d. sample from the random design regression model $Y=f(X)+\epsilon$ with $(X,Y)\in [0,1]\times [-M,M]$. In dealing with such a model, ada…