A new algorithm for fixed design regression and denoising
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Publication:1768095
DOI10.1007/BF02530536zbMATH Open1057.62030OpenAlexW2051997350MaRDI QIDQ1768095FDOQ1768095
Authors: F. Comte, Yves Rozenholc 
Publication date: 14 March 2005
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02530536
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- Algorithms for approximate linear regression design with application to a first order model with heteroscedasticity
- Fixed-design regression estimation based on real and artificial data
model selectionadaptive estimationpiecewise polynomialsdynamical programmingleast-squares regressionalgorithm for denoisingcalibration study
Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Applications of mathematical programming (90C90)
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Cited In (24)
- Consistent change-point detection with kernels
- Title not available (Why is that?)
- Fixed-design regression estimation based on real and artificial data
- A kernel multiple change-point algorithm via model selection
- Combining regular and irregular histograms by penalized likelihood
- Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection
- Nonparametric estimation for stochastic volatility models
- Cumulative distribution function estimation under interval censoring case 1
- Histogram selection for possibly censored data
- Adaptive Estimation of Hazard Rate with Censored Data
- Non-parametric estimation of the diffusion coefficient from noisy data
- Penalized nonparametric drift estimation for a multidimensional diffusion process
- Non parametric estimation of the diffusion coefficients of a diffusion with jumps
- Illumination problems in digital images. A statistical point of view
- Improved parameter estimation by noise compensation in the time-scale domain
- Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method
- Multiscale interpretation of taut string estimation and its connection to unbalanced Haar wavelets
- Nonparametric adaptive estimation for integrated diffusions
- Penalized nonparametric mean square estimation of the coefficients of diffusion processes
- Nonparametric estimation of the stationary density and the transition density of a Markov chain
- Finite sample penalization in adaptive density deconvolution
- Orthogonal series estimates on strong spatial mixing data
- Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model
- High-dimensional regression with unknown variance
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