Wavelet regression estimation in nonparametric mixed effect models

✍ Scribed by Claudia Angelini; Daniela De Canditiis; Frédérique Leblanc

• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 510 KB
• Volume: 85
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1016/s0047-259x(02)00055-6

✦ Synopsis

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 approximation of it easy and fast to implement. This second estimator achieves the usual optimal rate of convergence of the mean integrated squared error over a Sobolev class both for equispaced and nonequispaced design. Numerical experiments are presented both on simulated and ERP real data.