期刊
COMPUTATIONAL STATISTICS & DATA ANALYSIS
卷 51, 期 10, 页码 5155-5171出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/j.csda.2006.08.018
关键词
nonparametric regression; modality; smoothness; total variation
The problem of specifying a smooth and simple function that approximates noisy data is considered. A new automatic method is described that is based on solving a constrained optimisation problem. The target functional to be minimised is the sum of the squared residuals penalised by the curve length of the approximation. Multiresolution and monotonicity constraints provide a good approximation to the data with a small number of local extreme values. The new method can also be applied to density estimation. (c) 2006 Elsevier B.V. All rights reserved.
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