Nonlinear wavelet shrinkage estimator of nonparametric regularity regression function via cross-validation with simulation study

DOI10.1142/S0219691317500576MaRDI QIDQ4595569zbMATH OpenOpenAlexFDO

Authors Mahmoud Afshari

Publication date 5 December 2017

Published in International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219691317500576

zbMATH Keywords

kernelnonparametric regressionorthogonalregularitythresholdwavelet shrinkage

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Numerical methods for wavelets (65T60)

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Cites work

• A fast wavelet algorithm for analyzing one-dimensional signal processing and asymptotic distribution of wavelet coefficients with numerical example and simulation
• Confidence sets for nonparametric wavelet regression
• scientific article; zbMATH DE number 1807486 (Why is no real title available?)
• scientific article; zbMATH DE number 3980241 (Why is no real title available?)
• scientific article; zbMATH DE number 1313655 (Why is no real title available?)
• scientific article; zbMATH DE number 739533 (Why is no real title available?)
• Smooth Design-Adapted Wavelets for Nonparametric Stochastic Regression
• Ten Lectures on Wavelets
• The Bayesian Choice
• Wavelet methods in statistics: some recent developments and their applications
• Wavelet Thresholding via A Bayesian Approach
• Wavelets for Nonparametric Stochastic Regression with Mixing Stochastic Process

Cited in

(5)

• scientific article; zbMATH DE number 1506426 (Why is no real title available?)
• Nonparametric Regression as an Example of Model Choice
• Two new Bayesian-wavelet thresholds estimations of elliptical distribution parameters under non-linear exponential balanced loss
• Convergence rate of cross-validation in nonlinear wavelet regression estimation.
• Bayesian estimation for mean vector of multivariate normal distribution on the linear and nonlinear exponential balanced loss based on wavelet decomposition

Describes a project that uses

Uses Software

• wavethresh
• R

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