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Adaptive wavelet series estimation in separable nonparametric regression models

✍ Scribed by Umberto Amato; Anestis Antoniadis


Book ID
110305484
Publisher
Springer US
Year
2001
Tongue
English
Weight
330 KB
Volume
11
Category
Article
ISSN
0960-3174

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Wavelet regression estimation in nonpara
✍ Claudia Angelini; Daniela De Canditiis; FrΓ©dΓ©rique Leblanc πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 510 KB

We show that a nonparametric estimator of a regression function, obtained as solution of a specific regularization problem is the best linear unbiased predictor in some nonparametric mixed effect model. Since this estimator is intractable from a numerical point of view, we propose a tight approximat