Nonparametric Regression as an Example of Model Choice

DOI10.1080/03610910701790285zbMath1138.62021OpenAlexW3021008190MaRDI QIDQ5451138

Laurie Davies, Henrike Weinert, Ursula Gather

Publication date: 18 March 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/22400

zbMATH Keywords

kernel estimatorsminimum description length denoising

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items

Approximating data with weighted smoothing splines, Quantifying the cost of simultaneous non-parametric approximation of several samples, Approximating data, Bivariate density estimation using BV regularisation

Uses Software

• wavethresh
• ftnonpar

Cites Work

• Smooth functions and local extreme values
• Local extremes, runs, strings and multiresolution. (With discussion)
• Multiscale testing of qualitative hypotheses
• Densities, spectral densities and modality.
• Model selection based on minimum description length
• Ten Lectures on Wavelets
• Locally Adaptive Bandwidth Choice for Kernel Regression Estimators
• Ideal spatial adaptation by wavelet shrinkage
• MDL denoising
• Data features1
• Fisher information and stochastic complexity