Waveshrink with firm shrinkage

Statistica Sinica

Volumn 7, Issue 4, 1997, Pages 855-874

  Gao, Hong Ye ^a   Bruce, Andrew G ^a  

^a Parametric Technology Corporation   (United States)

Author keywords

Bias estimation; Firm shrinkage; Minimax thresholds; Nonparametric regression; Signal de noising; Trend estimation; Variance estimation; Wavelet transform; WaveShrink

Indexed keywords

EID: 0031312521     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (11)

1. Brillinger, D. R (1995). Some uses of cumulants in wavelet analysis. J. Nonparametr. Statist. 4.
2. Bruce, A. G. and Gao, H.-Y. (1996). Understanding WaveShrink: Variance and bias estimation. Biometrika 83, 727-745.
3. Bruce, A. G., Gao, H.-Y. and Percival, D. B. (1996). S+WAVELETS: Version 1.1 release notes. Technical report, 1700 Westlake Ave. N, Seattle. WA 98109-9891.
4. Buckheit, J. B. and Donoho, D. L. (1995). Wavelab and reproducible research. In Wavelets and Statistics (Edited by Antoniadis, A. and Oppenheim G), 55-82. Springer-Verlag Lecture Notes.
5. Cohen, A., Daubechies, I. and Vial, P. (1993). Wavelets on the interval and fast wavelet transforms. Appl. Computational Harmonic Analysis 1, 54-81.
6. Dennis, J. E. and Mei, H. H. W. (1979). Two new unconstrained optimization algorithms which use function and gradient values. J. Optim. Theory and Appl. 28, 453-493.
7. Donoho, D., Johnstone, L, Kerkyacharian, G. and Picard, D. (1995). Wavelet shrinkage: Asymptopia? J. Roy. Statist. Soc. Ser. B 57, 301-369. (with discussion).
8. Donoho, D. L. and Johnstone, I. M. (1994). Ideal spatial adaptation via Wavelet shrinkage. Biometrika 81, 425-455.
9. Hampel, F. R., Rousseeuw, P.J., Ronchetti, E. M. and Stahel, W. A. (1986). Robust Statistics: the Approach Based on Influence Function. John wiley, New York.
10. Statistical Sciences (1993). S-PLUS User's Manual, Version 3.2. StatSci, A Division of Math-Soft, Inc., 1700 Westlake Ave., Suite 500, Seattle, WA 98109-9891.
11. Walden, A. T., McCoy, E. J. and Percival, D. B. (1995). Spectrum estimation by wavelet thresholding of multitaper estimators. Technical report, Imperial College of Science, Technology and Medicine.