Variance estimation in heteroscedastic models by undecimated Haar transform

DOI10.1080/03610918.2013.822713MaRDI QIDQ5265810zbMATH OpenOpenAlexFDO

Authors T. Palanisamy, J. Ravichandran

Publication date 29 July 2015

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2013.822713

zbMATH Keywords

heteroscedasticitypiecewise constant functionsanalysis-priorundecimated Haar transform

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 802866 (Why is no real title available?)
• An Iterative Regularization Method for Total Variation-Based Image Restoration
• Analysis versus synthesis in signal priors
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Estimation of heteroscedasticity in regression analysis
• Estimation of the Variance Function in Heteroscedastic Linear Regression Models
• Estimation of variance function in heteroscedastic regression models by generalized coiflets
• Ideal spatial adaptation by wavelet shrinkage
• Minimax estimation via wavelet shrinkage
• Nonlinear total variation based noise removal algorithms
• On the Equivalence of Soft Wavelet Shrinkage, Total Variation Diffusion, Total Variation Regularization, and SIDEs
• Reconstruction of Wavelet Coefficients Using Total Variation Minimization
• Variance estimation in nonparametric regression via the difference sequence method

Cited in

(7)

• Smoothing the difference-based estimates of variance using variational mode decomposition
• A wavelet-based hybrid approach to estimate variance function in heteroscedastic regression models
• GOES-8 X-Ray Sensor Variance Stabilization Using the Multiscale Data-Driven Haar–Fisz Transform
• Two-stage variational mode decomposition approach to enhance the estimates of variance function
• Estimation of variance function in heteroscedastic regression models by generalized coiflets
• A multiscale variance stabilization for binomial sequence proportion estimation
• Unbalanced Haar Technique for Nonparametric Function Estimation

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