Estimation of variance function in heteroscedastic regression models by generalized coiflets

DOI10.1080/03610918.2012.749283MaRDI QIDQ2876138zbMATH OpenOpenAlexFDO

Authors T. Palanisamy, J. Ravichandran

Publication date 18 August 2014

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2012.749283

zbMATH Keywords

generalized coifletsheteroscedasticityinitial variance estimatesnondyadic pointsnonzero centered vanishing moments

Mathematics Subject Classification ID

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

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Cites work

• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Estimation of heteroscedasticity in regression analysis
• Ten Lectures on Wavelets
• Wavelet methods in statistics: some recent developments and their applications
• Wavelets on the interval and fast wavelet transforms

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(6)

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