Wavelet-based robust estimation and variable selection in nonparametric additive models
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Publication:2066754
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
\(M\)-estimationvariable selectioncontaminationadditive regressionwavelet thresholdingnonconvex penalties
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)
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