Spectral View of Wavelets and Nonlinear Regression
This chapter reviews one of the most widespread uses of wavelets in statistics: nonlinear nonparametric regression. Simple insight into the utility and power of the wavelet approach comes from a discrete spectral analysis point of view. Some of the ideas here are the same as some introduced in Chapter 1, but the different viewpoint is intended to give additional insights.
KeywordsCovariance Shrinkage Pyramid
Unable to display preview. Download preview PDF.
- Marron, J. S., Adak, S., Johnstone, I. M, Neumann, M. and Patil, P. (1998) Exact risk analysis of wavelet regression, Journal of Computational and Graphical Statistics, 7 278–309.Google Scholar
- Nason, G.P., Sapatinas, T. and Sawczenko, A. (1997) Statistical modelling of time series using non-decimated wavelet representations, Technical Report, University of Bristol.Google Scholar