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

DOI10.1016/S0167-7152(01)00111-0zbMATH Open1003.62034MaRDI QIDQ5953985FDOQ5953985

Authors: Umberto Amato, Daniela De Canditiis 

Publication date: 3 July 2002

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

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• scientific article; zbMATH DE number 1538849

zbMATH Keywords

convergenceFourier serieswavelet seriesgeneralized cross validationGCVMallows criterion

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Some Comments on C P
• Title not available (Why is that?)
• Estimation of heteroscedasticity in regression analysis
• Title not available (Why is that?)
• Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
• Title not available (Why is that?)
• Title not available (Why is that?)
• Convergence for the regularized inversion of Fourier series

Cited In (2)

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

Uses Software

• KernSmooth

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