A penalized least product relative error loss function based on wavelet decomposition for non-parametric multiplicative additive models

DOI10.1016/j.cam.2023.115299OpenAlexW4372227544MaRDI QIDQ6175195

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Publication date: 21 July 2023

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2023.115299

zbMATH Keywords

wavelet decompositionSCADleast product relative errornon-parametric multiplicative additive models

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Nonparametric inference (62Gxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

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