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Testing heteroscedasticity by wavelets in a nonparametric regression model

✍ Scribed by Yuan Li; Heung Wong; Waicheung Ip


Publisher
SP Science China Press
Year
2006
Tongue
English
Weight
214 KB
Volume
49
Category
Article
ISSN
1674-7283

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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