Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases

DOI10.1051/ps/2017005zbMath1395.62093arXiv1505.05654OpenAlexW3099765865MaRDI QIDQ4578060

Fabien Navarro, Adrien Saumard

Publication date: 7 August 2018

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.05654

zbMATH Keywords

waveletsmodel selectioncross-validationnonparametric regressionrandom designheteroscedastic noise

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

Aggregated hold out for sparse linear regression with a robust loss function ⋮ Nonparametric estimation in a regression model with additive and multiplicative noise ⋮ Concentration behavior of the penalized least squares estimator

Uses Software

• WaveLab
• CAPUSHE
• reccv

Cites Work

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