High-dimensional data-analytic tools are presented, and the book includes a variety of examples.

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This will be a valuable reference for research and applied statisticians, and will serve as a textbook for graduate students and others interested in nonparametric regression. Convert currency. Add to Basket. More information about this seller Contact this seller.

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Shipped from UK. Established seller since Seller Inventory F Book Description The aim of these nonparametric methods is to relax assumptions on the. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory Language: English. Brand new Book. This book hopes to bring an up-to-date picture on the state of the art of nonparametric regres sion techniques.

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The emphasis of this book is on methodologies rather than on theory, with a particular focus on applications of nonparametric techniques to various statistical problems. These problems include least squares regression, quantile and robust re gression, survival analysis, generalized linear models and nonlinear time series.

In this Section, we briefly outline the idea of the extension of multivariate local polynomial fitting to multivariate linear regression. We treat the m-dimension estimation problem where the measured data at the position is given by 1 where is the regression function to be estimate, , denoting the identity matrix of order , and and are independent. We always denote the conditional variance of given by and the marginal density of , that is, the design density, by. While the specific form of may remain unspecific, if we assume that the th derivative of at the point exsits, then in order to estimate the value at this point, we can rely on a generic local expansion of the function about this point.

Specifically, for in a neighborhood of , a -term Taylor expansion gives, 2 where. Given the series , this polynomial is fitted locally by a weighted least squares regression problem: minimize. Denote by the solution to the least squares problem 3. It is clear from the Taylor expansion in 2 that is an estimator for.

It is more convenient to work with matrix notation. For the weighted least squared problem, a matrix form can be depicted by 4 where. Computing the will suffer from large computational cost. We can use the recursive least squared method to reduce the computation complexity, and it is very powerful especially in the local polynomial fitting problems. There are several important issues about the bandwidth, the order of multivariate local polynomial function and the kernel function which have to be discussed. The three problems will be presented in following subsection.

## Two-Stage Local Polynomial Regression Method for Image Heteroscedastic Noise Removal

For the multivariate local polynomial estimator, there are three important problems which have significant influence to the estimation accuracy and computational complexity [23]. First of all, there is the choice of the bandwidth matrix, which plays a rather crucial role. The bandwidth matrix is taken to be a diagonal matrix. For simplification, the bandwidth matrix is designed into.

Therefore, the most important thing is to find the bandwidth [24] , [25].

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In theory, there exists a optimal bandwidth in the meaning of mean integrated square error MISE , fulfilling the equality However, the theoretical bandwidth in formula 23 can not be directly calculated. Here, we propose a search method to select the bandwidth: Compare values of the objective function as the bandwidth from small to large, and then find out the optimal bandwidth which minimize the objective function. Suppose that where is the minimum, is coefficient of expansion. We search a bandwidth to minimize the objective function in the interval , where the objective function refers to the prediction mean square error MSE , denoted by.

Firstly, we assume , then increase by efficient of expansion and calculate value of objective function for each. Stop down when , and choose a bandwidth which minimizes as the approximate optimal bandwidth. In this paper, we choose 12 where Compared with other methods, this method is more convenient. In order to closer to the ideal optimal bandwidth, we search once again by narrowing the interval on the basis of the above searching process. Supposing is the bandwidth which make optimal in the above searching process.

Now, divide the small interval into equal intervals. Supposing 13 among these bandwidths, the approximate optimal bandwidth is the one that makes minimize.

Obviously, this search method can quickly select the right bandwidth. Another issue in multivariate local polynomial fitting is the choice of the order of the polynomial. For a given bandwidth , a large value of would expectedly reduce the modeling bias, but would cause a large variance and a considerable computational cost.

Since the bandwidth is used to control the modeling complexity, and due to the sparsity of local data in multi-dimensional space, a higher-order polynomial is rarely used. So we apply the local quadratic regression to fit the model that is to say,. The third issue is the selection of the kernel function. In this paper, we choose the spherical kernel as kernel function 14 where , , and represents function.

This is the optimal kernel function, see [14] , [19] , [20]. Denote 16 and. Suppose that ,.

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Therefore, the WLS of is. Equation 20 is considered as the weighted least squares estimate of and it possesses nice qualities. However, in many practical situations, the form of is unknown. Therefore, the so-called two-stage method of estimation is used to solve the heteroscedasticity problem. It can be depicted as follows: first, apply multivariate local polynomial fitting to get the estimate of , and then we can obtain the estimate of by using equation The estimator follows that.

Suppose that is the OLS of model Although the ordinary least squares estimate is ineffective, it is still consistent.

Therefore, the corresponding residuals hold that. It can be taken as a regression model, in which the variance function is regression function and the squared residuals are dependent variables. In order to estimate this model, parameter estimation method would usually be taken in some articles.

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In other words, they suppose , where the form of is known and are the parameters to be estimated. Note that what we usually discuss about more and more detail are , and so on [26].

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## Two-Stage Local Polynomial Regression Method for Image Heteroscedastic Noise Removal

However, the discussion of these models requires that the analyst have a better understanding for the background in practical problems. As an example, variance of corporate profits is often in direct proportion with family income. Since the variance function must be non-negative, a non-parametric method is proposed to fit. This method can be depicted as follows.

Then, the -order local polynomial estimate of the variances function is according to formula 2. Using the least squares method for the data around the local window, we can estimate the local intercept via minimizing Furthermore, the solution vector can be written as 26 where the weighted matrix.