Wavelet methods in statistics: some recent developments and their applications

DOI10.1214/07-SS014zbMath1300.62028arXiv0712.0283MaRDI QIDQ975559

Anestis Antoniadis

Publication date: 9 June 2010

Published in: Statistics Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.0283

zbMATH Keywords

density estimationrobust regressiontime series predictionpartial linear modelsinverse regressionwavelet thresholdingpenalized least-squaresmixed effects modelscurve smoothing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05)

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Uses Software

• S+WAVELETS
• wmtsa

Cites Work

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