Adaptive Spline Estimates for Nonparametric Regression Models

Abstract

where the are independent standart Gaussian random variables, while the regressors x are deterministic and equally spaced, i.e., x (2i-1)/(2n). We suppose that the unknown function f(.) is sufficiently smooth; more precisely, it belongs to some Sobolev space W {f L2(0, 1): Dqf L2(0, 1)}. Here and henceforth Dqf stands for the qth derivative of the function… (More)

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