Authors: | Davies, P. L. Gather, U. Weinert, H. |
Title: | Nonparametric regression as an example of model choice |
Language (ISO): | en |
Abstract: | Nonparametric regression can be considered as a problem of model choice. In this paper we present the results of a simulation study in which several nonparametric regression techniques including wavelets and kernel methods are compared with respect to their behaviour on different test beds. We also include the taut-string method whose aim is not to minimize the distance of an estimator to some “true” generating function f but to provide a simple adequate approximation to the data. Test beds are situations where a “true” generating f exists and in this situation it is possible to compare the estimates of f with f itself. The measures of performance we use are the L^2 and the L^infinity norms and the ability to identify peaks. |
Subject Headings: | Kernel method Nonparametric regression Simulation study Taut string method Wavelet |
URI: | http://hdl.handle.net/2003/22400 http://dx.doi.org/10.17877/DE290R-14228 |
Issue Date: | 2006-05-04T09:55:49Z |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
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File | Description | Size | Format | |
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tr24-06.pdf | DNB | 529.79 kB | Adobe PDF | View/Open |
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