Improved robust model selection methods for a Lévy nonparametric regression in continuous time
In this paper, we develop the James-Stein improved method for the estimation problem of a nonparametric periodic function observed with Lévy noises in continuous time. An adaptive model selection procedure based on the weighted improved least squares estimates is constructed. The improvement effect...
| Published in: | Journal of nonparametric statistics Vol. 31, № 3. P. 612-628 |
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| Main Author: | |
| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Subjects: | |
| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000672017 Перейти в каталог НБ ТГУ |