Data dependent wavelet thresholding in nonparametric regression with change-point applications

Computational Statistics and Data Analysis

Volumn 22, Issue 1, 1996, Pages 53-70

  Ogden, Todd ^a   Parzen, Emanuel ^b  

^a UNIVERSITY OF SOUTH CAROLINA   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Change point problems; Likelihood ratio; Nonparametric regression; Wavelet thresholding

Indexed keywords

MATHEMATICAL MODELS; PARAMETER ESTIMATION; STATISTICAL TESTS; WAVELET TRANSFORMS;

CHANGE POINT PROBLEMS; DATA DEPENDENT WAVELET THRESHOLDING; EMPIRICAL WAVELET;

REGRESSION ANALYSIS;

CHANGE POINT PROBLEM; NONPARAMETRIC REGRESSION; REGRESSION ANALYSIS; WAVELET THRESHOLDING;

EID: 0030160662     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-9473(95)00041-0     Document Type: Article

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