Improving penalized least squares through adaptive selection of penalty and shrinkage

DOI10.1023/A:1022479822263zbMath1047.62030OpenAlexW1565269626MaRDI QIDQ1870362

Rudolf Beran

Publication date: 11 May 2003

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022479822263

zbMATH Keywords

Nonparametric regressionadaptationorthogonal polynomialone-way layoutloss estimatoreconomical basislocal annihilatorrisk estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

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