Understanding WaveShrink: variance and bias estimation
From MaRDI portal
Recommendations
Cited in
(19)- Wavelet estimation of a base-line signal from repeated noisy measurements by vertical block shrinkage.
- Stein's method in high dimensional classification and applications
- Hybrid censoring schemes with mixture gamma failure distribution
- Estimation of nonparametric regression models by wavelets
- TFisher: a powerful truncation and weighting procedure for combining \(p\)-values
- Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes
- Functional mixed effects wavelet estimation for spectra of replicated time series
- Group coordinate descent algorithms for nonconvex penalized regression
- scientific article; zbMATH DE number 1089159 (Why is no real title available?)
- Posterior Probability Intervals for Wavelet Thresholding
- Empirical Bayes approach to wavelet regression using ϵ-contaminated priors
- A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts
- Wavelets in statistics: A review
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Local spectral analysis using wavelet packets
- APPLE: approximate path for penalized likelihood estimators
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- Larger posterior mode wavelet thresholding and applications
- Detection threshold for non-parametric estimation
This page was built for publication: Understanding WaveShrink: variance and bias estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4364944)