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Robust Depth?Weighted Wavelet for Nonparametric Regression Models

✍ Scribed by Lin, Lu


Book ID
118210763
Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2005
Tongue
English
Weight
153 KB
Category
Article
ISSN
1439-7617

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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