Nonlinear regression modeling via regularized wavelets and smoothing parameter selection

DOI10.1016/J.JMVA.2005.12.009MaRDI QIDQ855915zbMATH OpenOpenAlexFDO

Authors Toru Fujii, Sadanori Konishi

Publication date 7 December 2006

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2005.12.009

zbMATH Keywords

waveletslinear shrinkageautomatic smoothing parameter selectionirregular design pointsregression modeling

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

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• Adapting to Unknown Smoothness via Wavelet Shrinkage
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• Estimating the dimension of a model
• Generalised information criteria in model selection
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• On non-equally spaced wavelet regression
• Regularization of Wavelet Approximations
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Cited in

(16)

• Nonlinear regression modeling via regularized Gaussian basis functions
• Model selection criteria for the varying-coefficient modelling via regularized basis expansions
• Predictive information criteria for Bayesian nonlinear regression models
• Adaptive basis expansion via \(\ell _1\) trend filtering
• Nonlinear regression modeling using regularized local likelihood method
• On wavelet to select the parametric form of a regression model
• Wavelet-based estimation of regression function for dependent biased data under a given random design
• Nonparametric wavelet regression based on biased data
• Nonlinear regression modeling via the lasso-type regularization
• Nonparametric Regression as an Example of Model Choice
• Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data
• Efficient regularization parameter selection via information criteria
• Nonparametric Wavelet Regression for Binary Response
• Multiclass functional discriminant analysis and its application to gesture recognition
• Non parametric regression estimations over \(L^{p}\) risk based on biased data
• On MISE of a non linear wavelet estimator of the regression function based on biased data under strong mixing

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