Ten lectures on wavelets
An introduction to wavelets
Pointwise convergence of Fourier regularization for smoothing data
Journal of Computational and Applied Mathematics
Wavelet-RKHS-based functional statistical classification
Advances in Data Analysis and Classification
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We show that a nonparametric estimator of a regression function, obtained as solution of a specific regularization problem is the best linear unbiased predictor in some nonparametric mixed effect model. Since this estimator is intractable from a numerical point of view, we propose a tight approximation of it easy and fast to implement. This second estimator achieves the usual optimal rate of convergence of the mean integrated squared error over a Sobolev class both for equispaced and nonequispaced design. Numerical experiments are presented both on simulated and ERP real data.