Extending the Scope of Wavelet Regression Methods by Coefficient-Dependent Thresholding
通过系数依赖阈值扩展小波回归方法的适用范围
Various aspects of the wavelet approach to nonparametric regression are considered, with the overall aim of extending the scope of wavelet techniques to irregularly spaced data, to regularly spaced datasets of arbitrary size, to heteroscedastic and correlated data, and to data that contain outliers. The core of the methodology is an algorithm for finding ail of the variances and within-level covariances in the wavelet table of a sequence with given covariance structure. If…