Theory & Methods: Tree‐based wavelet regression for correlated data using the minimum description length principle

DOI10.1111/1467-842X.00205MaRDI QIDQ4540761zbMATH OpenOpenAlexFDO

Authors Thomas C. M. Lee

Publication date 28 July 2002

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-842x.00205

zbMATH Keywords

correlated noisenon-Gaussian noisetree constraintswavelet regression

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric regression and quantile regression (62G08)

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Cited in

(4)

• Ideal denoising within a family of tree-structured wavelet estimators
• Wavelet estimation of an unknown function observed with correlated noise
• Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise
• Cross-validated wavelet shrinkage

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