The following pages link to Wavelets in statistics: A review (Q5123733):
Displaying 43 items.
- Nonparametric estimation of density under bias and multiplicative censoring via wavelet methods (Q433578) (← links)
- A note on the adaptive estimation of a multiplicative separable regression function (Q469915) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Outlier detection and robust mixture modeling using nonconvex penalized likelihood (Q499439) (← links)
- A note on the adaptive estimation of a conditional continuous-discrete multivariate density by wavelet methods (Q523581) (← links)
- Adaptive LASSO for general transformation models with right censored data (Q693274) (← links)
- A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density (Q894565) (← links)
- Multivariate denoising using wavelets and principal component analysis (Q959322) (← links)
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes (Q1414608) (← links)
- Adaptive wavelet estimation of a function in an indirect regression model (Q1633224) (← links)
- Nonparametric estimation of a quantile density function by wavelet methods (Q1660147) (← links)
- B spline variable selection for the single index models (Q1685210) (← links)
- A two-stage regularization method for variable selection and forecasting in high-order interaction model (Q1723055) (← links)
- The scale enhanced wild bootstrap method for evaluating climate models using wavelets (Q1726757) (← links)
- Nonparametric estimation of a two dimensional continuous-discrete density function by wavelets (Q1731197) (← links)
- A cubic spline penalty for sparse approximation under tight frame balanced model (Q1986544) (← links)
- Variable selection for skew-normal mixture of joint location and scale models (Q2076702) (← links)
- Removing the singularity of a penalty via thresholding function matching (Q2178181) (← links)
- Uniform convergence rates for wavelet curve estimation in sup-norm loss (Q2229942) (← links)
- Robust MAVE through nonconvex penalized regression (Q2242015) (← links)
- Variable selection in joint mean and dispersion models via double penalized likelihood (Q2258178) (← links)
- Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects (Q2316730) (← links)
- Nonparametric estimation to reconstruct the deformation history of an active fold in the Caspian Basin (Q2398601) (← links)
- Variable selection in joint location, scale and skewness models of the skew-normal distribution (Q2398850) (← links)
- Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data (Q4645255) (← links)
- Intrinsic Wavelet Regression for Curves of Hermitian Positive Definite Matrices (Q4999159) (← links)
- Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m (Q5078402) (← links)
- Estimation and variable selection for mixture of joint mean and variance models (Q5079196) (← links)
- On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies (Q5123493) (← links)
- A real survival analysis application via variable selection methods for Cox's proportional hazards model (Q5123625) (← links)
- Variable selection in joint mean and variance models of Box–Cox transformation (Q5127117) (← links)
- A new variable selection method for uniform designs (Q5129136) (← links)
- Variable selection in joint location and scale models of the skew-normal distribution (Q5218865) (← links)
- Wavelet-based estimation for multivariate stable laws (Q5220811) (← links)
- Local comparison of empirical distributions via nonparametric regression (Q5220875) (← links)
- A note on the adaptive estimation of the differential entropy by wavelet methods (Q5270023) (← links)
- Model averaging based on leave-subject-out cross-validation (Q5964755) (← links)
- A Selective Overview and Comparison of Robust Mixture Regression Estimators (Q6064345) (← links)
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series (Q6064410) (← links)
- Penalized h‐likelihood approach for variable selection in AFT random‐effect models (Q6067665) (← links)
- A proximal subgradient algorithm with extrapolation for structured nonconvex nonsmooth problems (Q6141533) (← links)
- Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
- A penalized least product relative error loss function based on wavelet decomposition for non-parametric multiplicative additive models (Q6175195) (← links)
