Wavelets in statistics: A review

DOI10.1007/BF03178905zbMATH Open1454.62113MaRDI QIDQ5123733FDOQ5123733

Authors:

Publication date: 29 September 2020

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

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zbMATH Keywords

waveletsmodel selectiondenoisingdensity estimationregressionshrinkagecross validationthresholdingnonparametric curve estimationorthogonal seriesmultiresolution analysis

Mathematics Subject Classification ID

Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cites Work

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Cited In (74)

• Tuning parameter selection in penalized generalized linear models for discrete data
• Variable selection using the EM and CEM algorithms in mixtures of linear mixed models
• Book Reviews
• Power enhancement for testing multi-factor asset pricing models via Fisher's method
• A penalized least product relative error loss function based on wavelet decomposition for non-parametric multiplicative additive models
• A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series
• Penalized h‐likelihood approach for variable selection in AFT random‐effect models
• Gaussian mixture models with concave penalized fusion
• Variable selection in multivariate regression models with measurement error in covariates
• A cubic spline penalty for sparse approximation under tight frame balanced model
• Title not available (Why is that?)
• A two-stage regularization method for variable selection and forecasting in high-order interaction model
• The scale enhanced wild bootstrap method for evaluating climate models using wavelets
• Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m
• ON WAVELET METHODS FOR TESTING EQUALITY OF MEAN RESPONSE CURVES
• A proximal subgradient algorithm with extrapolation for structured nonconvex nonsmooth problems
• Wavelets in probability and statistics -- a review on recent advances
• A Selective Overview and Comparison of Robust Mixture Regression Estimators
• Cross-validation for choosing resolution level for nonlinear wavelet curve estimators
• Nonparametric estimation of density under bias and multiplicative censoring via wavelet methods
• Wavelets in statistics: beyond the standard assumptions
• A new variable selection method for uniform designs
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• Adaptive LASSO for general transformation models with right censored data
• Nonparametric estimation for functional data by wavelet thresholding
• Uniform convergence rates for wavelet curve estimation in sup-norm loss
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• Local comparison of empirical distributions via nonparametric regression
• On simple wavelet estimators of random signals and their small-sample properties
• Intrinsic wavelet regression for curves of Hermitian positive definite matrices
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• Nonparametric estimation of a two dimensional continuous-discrete density function by wavelets
• A real survival analysis application via variable selection methods for Cox's proportional hazards model
• On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies
• Robust MAVE through nonconvex penalized regression
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• On wavelet methods for estimating smooth functions
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• Variable selection in joint mean and variance models of Box-Cox transformation
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• Multivariate denoising using wavelets and principal component analysis
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• Wavelet methods in statistics: some recent developments and their applications
• Nonparametric estimation of a quantile density function by wavelet methods
• A note on the adaptive estimation of a multiplicative separable regression function
• A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density
• Comments on: ``Wavelets in statistics: a review by A. Antoniadis
• A Smirnov-Bickel-Rosenblatt theorem for compactly-supported wavelets
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• The most-cited statistical papers
• Variable selection for skew-normal mixture of joint location and scale models
• Wavelet-based estimation for multivariate stable laws
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• A note on the adaptive estimation of the differential entropy by wavelet methods
• Estimation and variable selection for mixture of joint mean and variance models
• Title not available (Why is that?)
• A note on the adaptive estimation of a conditional continuous-discrete multivariate density by wavelet methods

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