Antoniadis, Anestis and Bigot, Jérémie and Gijbels, Irène Penalized wavelet monotone regression. (2007) Statistics & Probability Letters, 77 (16). 1608-1621. ISSN 0167-7152
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(Document in English)
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Official URL: http://dx.doi.org/10.1016/j.spl.2007.03.041
Abstract
In this paper we focus on nonparametric estimation of a constrained regression function using penalized wavelet regression techniques. This results into a convex op- timization problem under linear constraints. Necessary and sufficient conditions for existence of a unique solution are discussed. The estimator is easily obtained via the dual formulation of the optimization problem. In particular we investigate a penalized wavelet monotone regression estimator. We establish the rate of convergence of this estimator, and illustrate its finite sample performance via a simulation study. We also compare its performance with that of a recently proposed constrained estimator. An illustration to some real data is given.
Item Type: | Article |
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Additional Information: | Thanks to Elsevier editor. The definitive version is available at http://www.sciencedirect.com The original PDF of the article can be found at Statistics & Probability Letters website: http://www.sciencedirect.com/science/journal/01677152 |
Audience (journal): | International peer-reviewed journal |
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Institution: | French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE) Université de Toulouse > Institut National des Sciences Appliquées de Toulouse - INSA (FRANCE) Université de Toulouse > Université Toulouse III - Paul Sabatier - UT3 (FRANCE) Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE) Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE) Other partners > Université Joseph Fourier Grenoble 1 - UJF (FRANCE) Other partners > Katholieke Universiteit Leuven - KU LEUVEN (BELGIUM) |
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Deposited On: | 22 Mar 2013 09:45 |
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