Adaptive piecewise polynomial estimation via trend filtering

DOI10.1214/13-AOS1189zbMath1307.62118arXiv1304.2986MaRDI QIDQ2448732

Publication date: 5 May 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.2986

zbMATH Keywords

smoothing splines nonparametric regression minimax convergence rate trend filtering locally adaptive regression splines penalized least squares criterion

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Applications of statistics to physics (62P35)

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