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2020 Flexible, boundary adapted, nonparametric methods for the estimation of univariate piecewise-smooth functions
Umberto Amato, Anestis Antoniadis, Italia De Feis
Statist. Surv. 14: 32-70 (2020). DOI: 10.1214/20-SS128

Abstract

We present and compare some nonparametric estimation methods (wavelet and/or spline-based) designed to recover a one-dimensional piecewise-smooth regression function in both a fixed equidistant or not equidistant design regression model and a random design model.

Wavelet methods are known to be very competitive in terms of denoising and compression, due to the simultaneous localization property of a function in time and frequency. However, boundary assumptions, such as periodicity or symmetry, generate bias and artificial wiggles which degrade overall accuracy.

Simple methods have been proposed in the literature for reducing the bias at the boundaries. We introduce new ones based on adaptive combinations of two estimators. The underlying idea is to combine a highly accurate method for non-regular functions, e.g., wavelets, with one well behaved at boundaries, e.g., Splines or Local Polynomial. We provide some asymptotic optimal results supporting our approach. All the methods can handle data with a random design. We also sketch some generalization to the multidimensional setting.

To study the performance of the proposed approaches we have conducted an extensive set of simulations on synthetic data. An interesting regression analysis of two real data applications using these procedures unambiguously demonstrates their effectiveness.

Citation

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Umberto Amato. Anestis Antoniadis. Italia De Feis. "Flexible, boundary adapted, nonparametric methods for the estimation of univariate piecewise-smooth functions." Statist. Surv. 14 32 - 70, 2020. https://doi.org/10.1214/20-SS128

Information

Received: 1 November 2019; Published: 2020
First available in Project Euclid: 4 February 2020

Digital Object Identifier: 10.1214/20-SS128

Subjects:
Primary: 60K35, 62H12
Secondary: 62G08

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