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 | |
【 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.
【 授权许可】
Free
【 预 览 】
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10_1016_j_jmva_2005_12_009.pdf | 227KB | download |