Improving Penalized Least Squares through Adaptive Selection of Penalty and Shrinkage

Rudolf Beran

Annals of the Institute of Statistical Mathematics, 2002, vol. 54, issue 4, pages 900-917

Keywords: Nonparametric regression; one-way layout; adaptation; loss estimator; risk estimator; economical basis; orthogonal polynomial; local annihilator (search for similar items in EconPapers)
Date: 2002
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