Browsing by Subject "Nonparametric regression"

Now showing items 1-14 of 14

    • Article  

      A comparative simulation study of wavelet shrinkage estimators for Poisson counts 

      Besbeas, P.; De Feis, I.; Sapatinas, Theofanis (2004)
      Using computer simulations, the finite sample performance of a number of classical and Bayesian wavelet shrinkage estimators for Poisson counts is examined. For the purpose of comparison, a variety of intensity functions, ...
    • Article  

      Dynamic misspecification in nonparametric cointegrating regression 

      Kasparis, Ioannis; Phillips, Peter C. B. (2012)
      Linear cointegration is known to have the important property of invariance under temporal translation. The same property is shown not to apply for nonlinear cointegration. The limit properties of the Nadaraya-Watson (NW) ...
    • Article  

      Empirical bayes approach to wavelet regression using ε-contaminated priors 

      Angelini, Claudia; Sapatinas, Theofanis (2004)
      We consider an empirical Bayes approach to standard nonparametric regression estimation using a nonlinear wavelet methodology. Instead of specifying a single prior distribution on the parameter space of wavelet coefficients, ...
    • Article  

      Frequentist optimality of bayes factor estimators in wavelet regression models 

      Pensky, M.; Sapatinas, Theofanis (2007)
      We investigate the theoretical performance of Bayes factor estimators in wavelet regression models with independent and identically distributed errors that are not necessarily normally distributed. We compare these estimators ...
    • Article  

      Minimax rates of convergence and optimality of bayes factor wavelet regression estimators under pointwise risks 

      Bochkina, N.; Sapatinas, Theofanis (2009)
      We consider function estimation in nonparametric regression over Besov spaces and under pointwise lu-risks (1 ≤ u < ∞). First we derive both non-adaptive and adaptive minimax pointwise rates of convergence in the standard ...
    • Article  

      Nonparametric predictive regression 

      Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. (2015)
      A unifying framework for inference is developed in predictive regressions where the predictor has unknown integration properties and may be stationary or nonstationary. Two easily implemented nonparametric F-tests are ...
    • Article  

      Nonparametric regression estimation based on spatially inhomogeneous data: Minimax global convergence rates and adaptivity 

      Antoniadis, Anestis; Pensky, M.; Sapatinas, Theofanis (2014)
      We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known density g with a finite number of ...
    • Article  

      Nonparametric regression with infinite order flat-top kernels 

      McMurry, T. L.; Politis, Dimitris Nicolas (2004)
      The problem of nonparametric regression is addressed, and a kernel smoothing estimator is proposed which has favorable asymptotic performance (bias, variance and mean squared error). The proposed class of kernels is ...
    • Article  

      On pointwise optimality of Bayes factor wavelet regression estimators 

      Bochkina, N.; Sapatinas, Theofanis (2006)
      We investigate the theoretical performance of Bayes factor estimators at a single point in wavelet regression models with independent and identically distributed errors that are not necessarily normally distributed. We ...
    • Article  

      Optimal testing for additivity in multiple nonparametric regression 

      Abramovich, F.; De Feis, I.; Sapatinas, Theofanis (2009)
      We consider the problem of testing for additivity in the standard multiple nonparametric regression model. We derive optimal (in the minimax sense) non- adaptive and adaptive hypothesis testing procedures for additivity ...
    • Article  

      Wavelet analysis and its statistical applications 

      Abramovich, F.; Bailey, T. C.; Sapatinas, Theofanis (2000)
      In recent years there has been a considerable development in the use of wavelet methods in statistics. As a result, we are now at the stage where it is reasonable to consider such methods to be another standard tool of the ...
    • Article  

      Wavelet estimators in nonparametric regression: A comparative simulation study 

      Antoniadis, Anestis; Bigot, J.; Sapatinas, Theofanis (2001)
      Wavelet analysis has been found to be a powerful tool for the nonparametric estimation of spatially-variable objects. We discuss in detail wavelet methods in nonparametric regression, where the data are modelled as ...
    • Article  

      Wavelet shrinkage for natural exponential families with quadratic variance functions 

      Antoniadis, Anestis; Sapatinas, Theofanis (2001)
      We propose a wavelet shrinkage methodology for univariate natural exponential families with quadratic variance functions, covering the Gaussian, Poisson, gamma, binomial, negative binomial and generalised hyperbolic secant ...
    • Article  

      Wavelet thresholding via a Bayesian approach 

      Abramovich, F.; Sapatinas, Theofanis; Silverman, B. W. (1998)
      We discuss a Bayesian formalism which gives rise to a type of wavelet threshold estimation in nonparametric regression. A prior distribution is imposed on the wavelet coefficients of the unknown response function, designed ...