作者：Hall, P; Patil, P
作者单位：Australian National University; Commonwealth Scientific & Industrial Research Organisation (CSIRO)
摘要：Concise asymptotic theory is developed for non-linear wavelet estimators of regression means, in the context of general error distributions, general designs, general normalizations in the case of stochastic design, and non-structural assumptions about the mean. The influence of the tail weight of the error distribution is addressed in the setting of choosing threshold and truncation parameters. Mainly, the tail weight is described in an extremely simple way, by a moment condition; previous wor...
