Polynomial Boundary Treatment for Wavelet Regression

  • Oh Hee-Seok (National Center for Atmospheric Research) ;
  • Naveau Philppe (National Center for Atmospheric Research) ;
  • Lee GeungHee (U.K. Engeneering and Physical Council and the U.S. National Science Foundation.)
  • 발행 : 2000.11.01

초록

To overcome boundary problems with wavelet regression, we propose a simple method that reduces bias at the boundaries. It is based on a combination of wavelet functions and low-order polynomials. The utility of the method is illustrated with simulation studies and a real example. Asymptotic results show that the estimators are competitive with other nonparametric procedures.

키워드