Cross-validation for choosing resolution level for nonlinear wavelet curve estimators

DOI10.2307/3318741zbMath0981.62031OpenAlexW2077841524MaRDI QIDQ5937013

Hall, Peter, Spiridon I. Penev

Publication date: 26 March 2002

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1080222088

zbMATH Keywords

thresholdingcurve estimationgeneralized kernel methodskernel estimatorleast-squares cross-validationlinear wavelet estimatornonparametric regressionprimary resolution level

Mathematics Subject Classification ID

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

Related Items

Wavelet density estimation for weighted data, Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence, Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results, Nonparametric density estimation for spatial data with wavelets, Shape-preserving wavelet-based multivariate density estimation

Uses Software

• wavethresh