Wavelet-based robust estimation and variable selection in nonparametric additive models

DOI10.1007/S11222-021-10065-ZzbMath1477.62003OpenAlexW4200178176MaRDI QIDQ2066754

Anestis Antoniadis, Irène Gijbels, Italia De Feis, Umberto Amato

Publication date: 14 January 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-021-10065-z

zbMATH Keywords

\(M\)-estimationvariable selectioncontaminationadditive regressionwavelet thresholdingnonconvex penalties

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

Related Items (3)

Sparse additive models in high dimensions with wavelets ⋮ Uniform almost sure convergence rate of wavelet estimator for regression model with mixed noise ⋮ Wavelet estimation for the nonparametric additive model in random design and long-memory dependent errors

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