Block thresholding wavelet regression using SCAD penalty

DOI10.1016/J.JSPI.2010.03.035zbMATH1188.62150OpenAlexW2034842423MaRDI QIDQ974520FDOQ974520

Authors Cheolwoo Park

Publication date 3 June 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2010.03.035

zbMATH Keywords

convergence ratesBesov spacesmoothly clipped absolute deviation penaltyblock thresholdingwavelet regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Numerical methods for wavelets (65T60)

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Cites work

• scientific article; zbMATH DE number 1271133 (Why is no real title available?)
• scientific article; zbMATH DE number 1850478 (Why is no real title available?)
• A data-driven block thresholding approach to wavelet estimation
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Adaptive wavelet estimation: A block thresholding and oracle inequality approach
• Better Subset Regression Using the Nonnegative Garrote
• Block thresholding and wavelet estimation for nonequispaced samples
• Estimation of a regression function with a sharp change point using boundary wavelets
• Estimation of the mean of a multivariate normal distribution
• Ideal spatial adaptation by wavelet shrinkage
• Incorporating information on neighbouring coefficients into wavelet estimation
• Interpolation of Besov Spaces
• Minimax estimation via wavelet shrinkage
• Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
• On non-equally spaced wavelet regression
• Regularization of Wavelet Approximations
• Ten Lectures on Wavelets
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection for Cox's proportional hazards model and frailty model
• Wavelet estimation of a regression function with a sharp change point in a random design
• Wavelet regression for random or irregular design.

Cited in

(6)

• Smooth blockwise iterative thresholding: a smooth fixed point estimator based on the likelihood's block gradient
• Block-dependent thresholding in wavelet regression
• A data-driven block thresholding approach to wavelet estimation
• Minimax wavelet estimation for multisample heteroscedastic nonparametric regression
• Nonparametric regression estimates with censored data based on block thresholding method
• scientific article; zbMATH DE number 1850478 (Why is no real title available?)

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