Convergence in probability of the Mallows and GCV wavelet and Fourier regularization methods

DOI10.1016/S0167-7152(01)00111-0MaRDI QIDQ5953985zbMATH OpenFDO

Authors Umberto Amato, Daniela De Canditiis

Publication date 3 July 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

convergenceFourier serieswavelet seriesgeneralized cross validationGCVMallows criterion

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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• scientific article; zbMATH DE number 1538849

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• Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
• Convergence for the regularized inversion of Fourier series
• Estimation of heteroscedasticity in regression analysis
• Some Comments on C P

Cited in

(2)

• Pointwise Bayesian Credible Intervals for Regularized Linear Wavelet Estimators
• Convergence of Fourier-Wavelet Models for Gaussian Random Processes

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Uses Software

• KernSmooth

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