Variance estimation in heteroscedastic models by undecimated Haar transform

DOI10.1080/03610918.2013.822713zbMATH Open1328.62250OpenAlexW2039970663MaRDI QIDQ5265810FDOQ5265810

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

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zbMATH Keywords

heteroscedasticitypiecewise constant functionsanalysis-priorundecimated Haar transform

Mathematics Subject Classification ID

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

Cites Work

• Nonlinear total variation based noise removal algorithms
• Ideal spatial adaptation by wavelet shrinkage
• Estimation of heteroscedasticity in regression analysis
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Title not available (Why is that?)
• An Iterative Regularization Method for Total Variation-Based Image Restoration
• Minimax estimation via wavelet shrinkage
• Analysis versus synthesis in signal priors
• Reconstruction of Wavelet Coefficients Using Total Variation Minimization
• Variance estimation in nonparametric regression via the difference sequence method
• On the Equivalence of Soft Wavelet Shrinkage, Total Variation Diffusion, Total Variation Regularization, and SIDEs
• Estimation of the Variance Function in Heteroscedastic Linear Regression Models
• Estimation of Variance Function in Heteroscedastic Regression Models by Generalized Coiflets

Cited In (3)

• Two-stage variational mode decomposition approach to enhance the estimates of variance function
• Unbalanced Haar Technique for Nonparametric Function Estimation
• A multiscale variance stabilization for binomial sequence proportion estimation

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