Boundary coiflets for wavelet shrinkage in function estimation

DOI10.1239/jap/1082552192zbMath1049.62041OpenAlexW2005272247MaRDI QIDQ4822453

Iain M. Johnstone, Bernhard W. Silverman

Publication date: 25 October 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5573261de5140c50d36296cb0be691ca7978b611

zbMATH Keywords

multiresolution analysispreconditioningwavelet shrinkagevanishing momentscoifletsGaussian white noise modelminimax riskquadrature error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Numerical methods for wavelets (65T60)

Related Items

Optimal testing for additivity in multiple nonparametric regression, On the estimation of the function and its derivatives in nonparametric regression: a Bayesian testimation approach, Asymptotic equivalence for nonparametric regression with multivariate and random design, Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise, Empirical Bayes selection of wavelet thresholds

Uses Software

• EBayesThresh

Cites Work

• Wavelets on the interval and fast wavelet transforms
• Minimax estimation via wavelet shrinkage
• Empirical Bayes selection of wavelet thresholds
• Ideal spatial adaptation by wavelet shrinkage
• Orthonormal Bases of Compactly Supported Wavelets II. Variations on a Theme
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