Strong noise estimation in cubic splines
Statistics Theory
2014-06-09 v1 Statistics Theory
Abstract
The data , satisfy where belongs to the set of cubic splines. The unknown noises are such that for some and for . We suppose that the most important noise is , i.e. the ratio is larger than one. If the ratio is large, then we show, for all smoothing parameter, that the penalized least squares estimator of the -spline basis recovers exactly the position and the sign of the most important noise .
Cite
@article{arxiv.1406.1629,
title = {Strong noise estimation in cubic splines},
author = {Azzouz Dermoune and Aziz El Kaabouchi},
journal= {arXiv preprint arXiv:1406.1629},
year = {2014}
}
Comments
9 pages, 10 figures