Using the wavelet analysis to estimate the nonparametric regression model in the presence of associated errors

被引:0
|
作者
Mandi, Mohmmed Salh AbduAlkareem [1 ]
Hamza, Saad Kadem [2 ]
机构
[1] Minist Interior, Directorate Human Recourses, Baghdad, Iraq
[2] Univ Baghdad, Dept Stat, Coll Adm & Econ, Baghdad, Iraq
关键词
Discrete Wavelet Transformation; Threshold Value; Wavelet Shrinkage; Correlated Error; SHRINKAGE;
D O I
10.22075/ijnaa.2022.5816
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The wavelet shrink estimator is an attractive technique when estimating the nonparametric regression functions, but it is very sensitive in the case of a correlation in errors. In this research, a polynomial model of low degree was used for the purpose of addressing the boundary problem in the wavelet reduction in addition to using flexible threshold values in the case of Correlation in errors as it deals with those transactions at each level separately, unlike the comprehensive threshold values that deal with all levels simultaneously, as (Visushrink) methods, (False Discovery Rate) method, (Improvement Thresholding) and (Sureshrink method), as the study was conducted on real monthly data represented in the rates of theft crimes for juveniles in Iraq, specifically the Baghdad governorate, and the risk ratios about those crimes for the years 2008-2018, with a sample size of (128) (Sureshrink) The study also showed an increase in the rate of theft crimes for juveniles in recent years.
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页码:1855 / 1862
页数:8
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