Data dependent wavelet thresholding in nonparametric regression with change-point applications
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Publication:1351091
DOI10.1016/0167-9473(95)00041-0zbMath0900.62196OpenAlexW2058439899MaRDI QIDQ1351091
Emanuel Parzen, Robert Todd Ogden
Publication date: 27 February 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(95)00041-0
Related Items (15)
A conversation with Emanuel Parzen ⋮ Wavelet-based estimation of regression function for dependent biased data under a given random design ⋮ De-noising option prices with the wavelet method ⋮ Locally adaptive image denoising by a statistical multiresolution criterion ⋮ A segmented regime-switching model with its application to stock market indices ⋮ Bayesian False Discovery Rate Wavelet Shrinkage: Theory and Applications ⋮ Change‐Point Tests for the Error Distribution in Non‐parametric Regression ⋮ Mixture-model-based signal denoising ⋮ The wavelet identification for jump points of derivative in regression model ⋮ Wavelet modeling of functional random effects with application to human vision data ⋮ Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation ⋮ A scalable gaussian process analysis algorithm for biomass monitoring ⋮ Wavelet thresholding for some classes of non–Gaussian noise ⋮ Choice of smoothing parameters in wavelet series estimators ⋮ On MISE of a Non linear Wavelet Estimator of the Regression Function Based on Biased Data under Strong Mixing
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