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Automatic polynomial wavelet regression

机译:自动多项式小波回归

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摘要

In Oh, Naveau and Lee (2001) a simple method is proposed for reducing the bias at the boundaries for wavelet thresholding regression. The idea is to model the regression function as a sum of wavelet basis functions and a low-order polynomial. The latter is expected to account for the boundary problem. Practical implementation of this method requires the choice of the order of the low-order polynomial, as well as the wavelet thresholding value. This paper proposes two automatic methods for making such choices. Finite sample performances of these two methods are evaluated via numerical experiments.
机译:在Oh,Naveau and Lee(2001)中,提出了一种简单的方法来减小小波阈值回归的边界偏差。想法是将回归函数建模为小波基函数和低阶多项式的总和。后者有望解决边界问题。该方法的实际实现需要选择低阶多项式的阶数以及小波阈值。本文提出了两种自动选择方法。通过数值实验评估了这两种方法的有限样品性能。

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