Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases
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- Antoniadis, Anestis & Bigot, Jeremie & Sapatinas, Theofanis, 2001. "Wavelet Estimators in Nonparametric Regression: A Comparative Simulation Study," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 6(i06).
- Cai, T. Tony & Brown, Lawrence D., 1999. "Wavelet estimation for samples with random uniform design," Statistics & Probability Letters, Elsevier, vol. 42(3), pages 313-321, April.
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Cited by:
- Fabien Navarro & Adrien Saumard, 2017. "E?ciency of the V-fold model selection for localized bases," Working Papers 2017-65, Center for Research in Economics and Statistics.
- Christophe Chesneau & Salima El Kolei & Junke Kou & Fabien Navarro, 2019. "Nonparametric estimation in a regression model with additive and multiplicative noise," Papers 1906.07695, arXiv.org, revised Jun 2020.
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Keywords
Nonparametric regression; heteroscedastic noise; random design; model selection; cross-validation; wavelets;All these keywords.
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