期刊论文详细信息
JOURNAL OF MULTIVARIATE ANALYSIS 卷:97
Nonlinear regression modeling via regularized wavelets and smoothing parameter selection
Article
Fujii, Toru ; Konishi, Sadanori
关键词: automatic smoothing parameter selection;    irregular design points;    linear shrinkage;    regression modeling;    wavelets;   
DOI  :  10.1016/j.jmva.2005.12.009
来源: Elsevier
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【 摘 要 】

We introduce regularized wavelet-based methods for nonlinear regression modeling when design points are not equally spaced. A crucial issue in the model building process is a choice of tuning parameters that control the smoothness of a fitted curve. We derive model selection criteria from an information-theoretic and also Bayesian approaches. Monte Carlo simulations are conducted to examine the performance of the proposed wavelet-based modeling technique. (c) 2006 Elsevier Inc. All rights reserved.

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