Davies, Paul Lyndon; Gather, Ursula; Weinert, Henrike - Institut für Wirtschafts- und Sozialstatistik, … - 2006
Nonparametric regression can be considered as a problem of model choice. In this paper we present the results of a simulation study in which several nonparametric regression techniques including wavelets and kernel methods are compared with respect to their behaviour on different test beds. We...