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Cross-validated wavelet block thresholding for non-Gaussian errors

  • Published:2017-02 Issue: Volume:106 Page:127-137
  • ISSN:0167-9473
  • Container-title:Computational Statistics & Data Analysis
  • language:en
  • Short-container-title:Computational Statistics & Data Analysis

Author:

McGinnity K.,Varbanov R.,Chicken E.

Funder

Office of the Secretary of Defense

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference38 articles.

1. Parametric modelling of thresholds across scales in wavelet regression;Antoniadis;Biometrika,2006

2. Real nonparametric regression using complex wavelets;Barber;J. R. Stat. Soc. Ser. B Stat. Methodol.,2004

3. Adaptive wavelet estimation: A block thresholding and oracle inequality approach;Cai;Ann. Statist.,1999

4. Incorporating information on neighboring coefficients into wavelet estimation;Cai;Sankhya Ser. B,2001

5. Block thresholding and wavelet estimation for nonequispaced samples;Chicken;J. Statist. Plann. Inference,2003

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