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Orthogonal series regression estimators for an irregularly spaced design. (English) Zbl 0990.62033

Summary: Nonparametric orthogonal series regression function estimation is investigated in the case of a fixed point design where the observation points are irregularly spaced in a finite interval \([a,b]\subset {\mathbb R}\). Convergence rates for the integrated mean-square error and pointwise mean-square error are obtained in the case of estimators constructed using the Legendre polynomials and Haar functions for regression functions satisfying the Lipschitz condition.

MSC:

62G08 Nonparametric regression and quantile regression
62G20 Asymptotic properties of nonparametric inference