Convergence rate of cross-validation in nonlinear wavelet regression estimation

被引:0
作者
ZHANG Shuanglin and ZHENG ZhongguoDepartment of Probability and Statistics
机构
关键词
wavelet estimation; nonparametric regression estimators; cross-validation; strong consistency;
D O I
暂无
中图分类号
O211.64 [过程统计理论];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Cross-validation method is used to choose the three smoothing parameters in nonlin ear wavelet regression estimators. The strong consistency and convergence rate of cross-vali dation nonlinear wavelet regression estimators are obtained.
引用
收藏
页码:898 / 901
页数:4
相关论文
共 1 条
  • [1] Nason,G. P.Wavelet shrinkage using cross-validation, J.Roy. Statist. Soc. Ser. B . 1996