Wavelet regression estimation in nonparametric mixed effect models |
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Authors: | Claudia Angelini, Daniela De Canditiis,Fr d rique Leblanc |
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Affiliation: | a D.M.A., Università degli Studi di Napoli, “Federico II”, Italy;b L.M.C., Université J. Fourier, B.P. 53, 38041 Grenoble, Cedex 9, France |
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Abstract: | We show that a nonparametric estimator of a regression function, obtained as solution of a specific regularization problem is the best linear unbiased predictor in some nonparametric mixed effect model. Since this estimator is intractable from a numerical point of view, we propose a tight approximation of it easy and fast to implement. This second estimator achieves the usual optimal rate of convergence of the mean integrated squared error over a Sobolev class both for equispaced and nonequispaced design. Numerical experiments are presented both on simulated and ERP real data. |
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Keywords: | Wavelets Besov spaces Regularization BLUP estimators |
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