Wavelets in statistics: A review

DOI10.1007/BF03178905zbMath1454.62113MaRDI QIDQ5123733

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Publication date: 29 September 2020

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

zbMATH Keywords

waveletsmultiresolution analysismodel selectionorthogonal seriesdenoisingthresholdingdensity estimationregressionshrinkagecross validationnonparametric curve estimation

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)

Related Items (44)

Adaptive wavelet estimation of a function in an indirect regression model ⋮ Nonparametric estimation of a quantile density function by wavelet methods ⋮ Nonparametric estimation to reconstruct the deformation history of an active fold in the Caspian Basin ⋮ Variable selection in joint location, scale and skewness models of the skew-normal distribution ⋮ Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m ⋮ Estimation and variable selection for mixture of joint mean and variance models ⋮ Removing the singularity of a penalty via thresholding function matching ⋮ B spline variable selection for the single index models ⋮ Variable selection using the EM and CEM algorithms in mixtures of linear mixed models ⋮ A Selective Overview and Comparison of Robust Mixture Regression Estimators ⋮ 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 ⋮ A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density ⋮ A proximal subgradient algorithm with extrapolation for structured nonconvex nonsmooth problems ⋮ 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 ⋮ Nonparametric estimation of density under bias and multiplicative censoring via wavelet methods ⋮ Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes ⋮ On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies ⋮ A real survival analysis application via variable selection methods for Cox's proportional hazards model ⋮ Variable selection in joint mean and variance models of Box–Cox transformation ⋮ A new variable selection method for uniform designs ⋮ A two-stage regularization method for variable selection and forecasting in high-order interaction model ⋮ A note on the adaptive estimation of a multiplicative separable regression function ⋮ The scale enhanced wild bootstrap method for evaluating climate models using wavelets ⋮ Nonparametric estimation of a two dimensional continuous-discrete density function by wavelets ⋮ Uniform convergence rates for wavelet curve estimation in sup-norm loss ⋮ Semiparametric model building for regression models with time-varying parameters ⋮ Outlier detection and robust mixture modeling using nonconvex penalized likelihood ⋮ A cubic spline penalty for sparse approximation under tight frame balanced model ⋮ Robust MAVE through nonconvex penalized regression ⋮ Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data ⋮ A note on the adaptive estimation of a conditional continuous-discrete multivariate density by wavelet methods ⋮ Multivariate denoising using wavelets and principal component analysis ⋮ Adaptive LASSO for general transformation models with right censored data ⋮ Variable selection in joint mean and dispersion models via double penalized likelihood ⋮ Model averaging based on leave-subject-out cross-validation ⋮ Variable selection in joint location and scale models of the skew-normal distribution ⋮ Wavelet-based estimation for multivariate stable laws ⋮ Local comparison of empirical distributions via nonparametric regression ⋮ Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects ⋮ Variable selection for skew-normal mixture of joint location and scale models ⋮ Intrinsic Wavelet Regression for Curves of Hermitian Positive Definite Matrices ⋮ A note on the adaptive estimation of the differential entropy by wavelet methods

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