Performance of wavelet methods for functions with many discontinuities

DOI10.1214/AOS/1032181162zbMath0867.62029OpenAlexW1992018536MaRDI QIDQ1354445

Ian McKay, Turlach, Berwin A.

Publication date: 3 August 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032181162

zbMATH Keywords

rates of convergencedensity estimationcurve estimationnonparametric regressionmean integrated squared errordiscontinuitiesthresholdjumpwavelet estimatorwavelet methodsmean square consistency

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items (7)

Locally adaptive fitting of semiparametric models to nonstationary time series. ⋮ Manipulation of the running variable in the regression discontinuity design: a density test ⋮ Performance of wavelet methods for functions with many discontinuities ⋮ On distribution of error of linear wavelet estimator of probability density ⋮ Thresholding algorithms, maxisets and well-concentrated bases ⋮ Estimating first-price auctions with an unknown number of bidders: a misclassification approach ⋮ Nonparametric estimation of hazard functions by wavelet methods

Cites Work

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• Performance of wavelet methods for functions with many discontinuities
• Minimax estimation via wavelet shrinkage
• Density estimation by wavelet thresholding
• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
• Ten Lectures on Wavelets
• Ideal spatial adaptation by wavelet shrinkage
• Wavelet transforms versus Fourier transforms
• Construction de bases orthonormées d'ondelettes
• Wavelets and Dilation Equations: A Brief Introduction

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