Kernel regression estimators for signal recovery
✍ Scribed by M. Pawlak; U. Stadtmüller
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 611 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
✦ Synopsis
We consider the problem of estimating a class of smooth functions defined everywhere on a real line utilizing nonparametric kernel regression estimators. Such functions have an interpretation as signals and are common in communication theory. Furthermore, they have finite energy, bounded frequency content and often are jammed by noise.
We examine the expected L2-error of two types of estimators, one is a classical kernel regression estimator utilizing kernel functions of order p, p i> 2 and the other one is motivated by the Whittaker-Shannon sampling expansion. The latter estimator employs a non-integrable kernel function sin(t)/nt, t E R. The comparison shows that the second technique outperforms the first one as long as the frequency band is finite.
📜 SIMILAR VOLUMES
Let (X, Y ) be an R d \_R-valued regression pair, where X has a density and Y is bounded. If n i.i.d. samples are drawn from this distribution, the Nadaraya Watson kernel regression estimate in R d with Hilbert kernel K(x)=1Â&x& d is shown to converge weakly for all such regression pairs. We also sh
We consider a regression model in which it is assumed that the conditional survival distribution of the response given the covariate, after transformation using a link function, satisÿes a linear regression model. By proper choice of the link function the logistic and Cox models can be obtained. The
We investigate the asymptotic relationships among three kernel assisted semiparametric estimators in regression analysis when some covariates are missing or measured with error. Smoothing techniques are employed in estimating the selection probabilities and the conditionally expected scores, a step