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Volumn 6, Issue 2, 1996, Pages 93-99

Change-point approach to data analytic wavelet thresholding

Author keywords

Brownian bridge; Jump detection; Kolmogorov Smirnov; Nonparametric regression

Indexed keywords


EID: 21344466471     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00162519     Document Type: Article
Times cited : (53)

References (21)
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  • 2
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    • Benjamini, Y.1    Hochberg, Y.2
  • 4
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    • Wavelets on a bounded interval
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    • Chui, C. K. and Quak, E. (1992) Wavelets on a bounded interval. In Numerical Methods of Approximation Theory, D. Braess and L. L. Schumaker (eds.), pp. 1-31. Birkhauser-Verlag, Basel.
    • (1992) Numerical Methods of Approximation Theory , pp. 1-31
    • Chui, C.K.1    Quak, E.2
  • 7
    • 0004067312 scopus 로고
    • Nonlinear solution for linear-inverse problems by wavelet-vaguelette decomposition
    • Stanford University Department of Statistics, Stanford, California
    • Donoho, D. L. and Johnstone, I. M. (1992) Nonlinear solution for linear-inverse problems by wavelet-vaguelette decomposition. Technical report 403, Stanford University Department of Statistics, Stanford, California.
    • (1992) Technical Report , vol.403
    • Donoho, D.L.1    Johnstone, I.M.2
  • 8
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  • 11
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    • Wavelet threshold estimators for data with correlated noise
    • Stanford University Department of Statistics, Stanford, California
    • Johnstone, I. M. and Silverman, B. W. (1995) Wavelet threshold estimators for data with correlated noise. Technical report, Stanford University Department of Statistics, Stanford, California.
    • (1995) Technical Report
    • Johnstone, I.M.1    Silverman, B.W.2
  • 13
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    • Software package available via anonymous ftp from Statlib
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    • (1993) Wavethresh
    • Nason, G.P.1
  • 14
    • 0003766708 scopus 로고
    • Wavelet regression by cross-validation
    • Stanford University Department of Statistics, Stanford, California
    • Nason, G. P. (1994) Wavelet regression by cross-validation. Technical report 447, Stanford University Department of Statistics, Stanford, California.
    • (1994) Technical Report , vol.447
    • Nason, G.P.1
  • 16
    • 0030160662 scopus 로고    scopus 로고
    • Data dependent wavelet thresholding in nonparametric regression with change-point applications
    • to appear
    • Ogden, R. T. and Parzen, E. (1996) Data dependent wavelet thresholding in nonparametric regression with change-point applications. In Computational Statistics and Data Analysis, to appear.
    • (1996) Computational Statistics and Data Analysis
    • Ogden, R.T.1    Parzen, E.2
  • 17
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    • Comparison change analysis
    • A. K. Saleh (éd.), Elsevier, Amsterdam
    • Parzen, E. (1992) Comparison change analysis. In Nonparametric Statistics and Related Topics, A. K. Saleh (éd.), pp. 3-15. Elsevier, Amsterdam.
    • (1992) Nonparametric Statistics and Related Topics , pp. 3-15
    • Parzen, E.1
  • 18
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    • Estimation of the mean of a multivariate normal distribution
    • Stein, C. (1981) Estimation of the mean of a multivariate normal distribution. Annals of Statistics, 10, 1135-51.
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    • Stein, C.1
  • 20
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    • Function estimation via wavelets for data with long-range dependence
    • University of Missouri Department of Statistics, Columbia, Missouri
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  • 21
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    • De-noising using wavelets and cross-validation
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    • Weyrich, N. and Warhola, G. T. (1994) De-noising using wavelets and cross-validation. Technical report AFIT/EN/TR/94-01, Department of Mathematics and Statistics, Air Force Institute of Technology, AFIT/ENC, 2950 P. St., Wright-Patterson Air Force Base, Ohio.
    • (1994) Technical Report , vol.AFIT-EN-TR-94-01
    • Weyrich, N.1    Warhola, G.T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.