Proceedings of the Korean Statistical Society Conference (한국통계학회:학술대회논문집)

The Korean Statistical Society (한국통계학회)
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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.)
  • Published : 2000.11.01
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Abstract

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.

Keywords