Performance of wavelet methods for functions with many discontinuities
含大量不连续点函数的小波方法表现
Compared to traditional approaches to curve estimation, such as those based on kernels, wavelet methods are relatively unaffected by discontinuities and similar aberrations. In particular, the mean square convergence rate of a wavelet estimator of a fixed, piecewise-smooth curve is not influenced by discontinuities. Nevertheless, it is clear that as the estimation problem becomes more complex the limitations of wavelet methods must eventually be apparent. By allowing the…