Bump hunting in regression revisited
Suppose bivariate data [formula] are observed at times a ≤ t1 ≤ t2 ≤ ... ≤ tn ≤ b. Given a nonparametric regression model [formula] mean 0, variance ϭ² , for i = 1, 2 , . . . , n, we want to estimate the number of modes of the underlying regression function m(-) or its derivative. We use the penal...
| Main Author: | |
|---|---|
| Language: | English |
| Published: |
2009
|
| Online Access: | http://hdl.handle.net/2429/8123 |
Search Result 1
