Approximation of method of regularization estimators

Authors
Citation
Cox, Dennis, Approximation of method of regularization estimators, Annals of statistics , 16(2), 1988, pp. 694-712
Journal title
ISSN journal
00905364
Volume
16
Issue
2
Year of publication
1988
Pages
694 - 712
Database
ACNP
SICI code
Abstract
The Tikhonov method of regularization (MOR) estimator provides a general method for estimation of a nonparametric regression parameter in an abstract linear model with discrete noisy data. An asymptotic analysis is given in which the discrete estimation problem is approximated by a continuous one. Rates of convergence are calculated in a family of norms natural to the problem. The general theory is applied to the estimation of functions from noisy evaluations of the function and one of its derivatives.