The smoothing of time series plays a very important role in various practical applications. Estimating the signal and removing the noise is the main goal of smoothing. Traditionally linear smoothers were used, but nonlinear ...

ENGLISH ABSTRACT: It is well known that ordinary least squares (OLS) procedures are sensitive to deviations from the classical Gaussian assumptions (outliers) as well as data aberrations in the design space. The two major ...

We consider the problem of model assessment by risk estimation. Various approaches to risk estimation are considered in a uni ed framework. This a discussion of various complexity dimensions and approaches to obtaining bounds ...