Performance of wavelet methods for functions with many discontinuities
DOI10.1214/AOS/1032181162zbMATH Open0867.62029OpenAlexW1992018536MaRDI QIDQ1354445FDOQ1354445
Authors: Ian McKay, Turlach, Berwin A., Peter Hall 
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
Recommendations
thresholddensity estimationnonparametric regressioncurve estimationrates of convergencewavelet estimatorjumpdiscontinuitiesmean integrated squared errorwavelet methodsmean square consistency
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
Cites Work
- Ideal spatial adaptation by wavelet shrinkage
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- Density estimation by wavelet thresholding
- Ten Lectures on Wavelets
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- Minimax estimation via wavelet shrinkage
- Wavelets and Dilation Equations: A Brief Introduction
- Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
- Performance of wavelet methods for functions with many discontinuities
- Wavelet transforms versus Fourier transforms
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- Construction de bases orthonormées d'ondelettes
Cited In (9)
- Thresholding algorithms, maxisets and well-concentrated bases
- On distribution of error of linear wavelet estimator of probability density
- Manipulation of the running variable in the regression discontinuity design: a density test
- Locally adaptive fitting of semiparametric models to nonstationary time series.
- Wavelets and estimation of discontinuous functions
- Performance of wavelet methods for functions with many discontinuities
- Estimating first-price auctions with an unknown number of bidders: a misclassification approach
- Using wavelet methods to solve noisy Abel-type equations with discontinuous inputs
- Nonparametric estimation of hazard functions by wavelet methods
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