Multinomial Probability Estimation by Wavelet Thresholding
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Cites work
- A geometric combination estimator for d-dimensional ordinal sparse contingency tables
- A penalty function approach to smoothing large sparse contingency tables
- Empirical Bayes selection of wavelet thresholds
- Ideal spatial adaptation by wavelet shrinkage
- Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
- On Smoothing Sparse Multinomial Data
- Parametric modelling of thresholds across scales in wavelet regression
- Probability estimation via smoothing in sparse contingency tables with ordered categories
- Smoothing methods in statistics
- Ten Lectures on Wavelets
- The analysis of ordered categorical data: An overview and a survey of recent developments. (With discussion)
- Three Sides of Smoothing: Categorical Data Smoothing, Nonparametric Regression, and Density Estimation
Cited in
(4)- Nonparametric estimation of a two dimensional continuous-discrete density function by wavelets
- Multiscale likelihood analysis and complexity penalized estimation.
- Estimating the joint distribution of independent categorical variables via model selection
- A new wavelet-based estimation of conditional density via block threshold method
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