ON THE CONSISTENCY OF CROSS-VALIDATION IN NONLINEAR WAVELET REGRESSION ESTIMATION

被引：0
作者：
张双林
郑忠国
机构：
来源：
ActaMathematicaScientia | 2000年 / 01期
关键词：
Consistency; cross-validation; nonparametric regression; threshold; truncation; wavelet estimator;
D O I：
暂无
中图分类号：
O211.9 [概率论的应用];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
For the nonparametric regression model Yni =g(Xni) +εnii = 1, … n. with regulary spaced nonrandom design, the authors study the behavior of the nonlinear wavelet estimator of g(x). When the threshold and truncation parameters are chosen by crossvalidation on the everage squared error, strong consistency for the case of dyadic sample size and moment consistency for arbitrary sample size are established under some regular conditions.
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页码：1 / 11
页数：11
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