Record number :
Title of article :
Wavelet regression estimation in nonparametric mixed effect models
Author/Authors :
Angelini، نويسنده , , Claudia and De Canditiis، نويسنده , , Daniela and Leblanc، نويسنده , , Frédérique، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2003
Pages :
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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.
Keywords :
wavelets , Besov spaces , regularization , BLUP estimators
Journal title :
Journal of Multivariate Analysis
Serial Year :
Link To Document :