Wavelet methods in statistics: some recent developments and their applications
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Publication:975559
DOI10.1214/07-SS014zbMATH Open1300.62028arXiv0712.0283MaRDI QIDQ975559FDOQ975559
Authors: Anestis Antoniadis 
Publication date: 9 June 2010
Published in: Statistics Surveys (Search for Journal in Brave)
Abstract: The development of wavelet theory has in recent years spawned applications in signal processing, in fast algorithms for integral transforms, and in image and function representation methods. This last application has stimulated interest in wavelet applications to statistics and to the analysis of experimental data, with many successes in the efficient analysis, processing, and compression of noisy signals and images. This is a selective review article that attempts to synthesize some recent work on ``nonlinear wavelet methods in nonparametric curve estimation and their role on a variety of applications. After a short introduction to wavelet theory, we discuss in detail several wavelet shrinkage and wavelet thresholding estimators, scattered in the literature and developed, under more or less standard settings, for density estimation from i.i.d. observations or to denoise data modeled as observations of a signal with additive noise. Most of these methods are fitted into the general concept of regularization with appropriately chosen penalty functions. A narrow range of applications in major areas of statistics is also discussed such as partial linear regression models and functional index models. The usefulness of all these methods are illustrated by means of simulations and practical examples.
Full work available at URL: https://arxiv.org/abs/0712.0283
Recommendations
density estimationmixed effects modelsrobust regressioninverse regressionpartial linear modelswavelet thresholdingtime series predictionpenalized least-squarescurve smoothing
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
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