Convergence in probability of the Mallows and GCV wavelet and Fourier regularization methods

DOI10.1016/S0167-7152(01)00111-0zbMath1003.62034MaRDI QIDQ5953985

Umberto Amato, Daniela de Canditiis

Publication date: 3 July 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

convergenceFourier seriesgeneralized cross validationGCVMallows criterionwavelet series

Mathematics Subject Classification ID

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

Related Items (1)

Pointwise Bayesian Credible Intervals for Regularized Linear Wavelet Estimators

Uses Software

• KernSmooth

Cites Work

• Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
• Estimation of heteroscedasticity in regression analysis
• Convergence for the regularized inversion of Fourier series
• Some Comments on C P
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Convergence in probability of the Mallows and GCV wavelet and Fourier regularization methods