Data-driven wavelet-Fisz methodology for nonparametric function estimation
نویسندگان
چکیده
منابع مشابه
Data-driven wavelet-Fisz methodology for nonparametric function estimation
We propose a wavelet-based technique for the nonparametric estimation of functions contaminated with noise whose mean and variance are linked via a possibly unknown variance function. Our method, termed the data-driven wavelet-Fisz technique, consists of estimating the variance function via a Nadaraya-Watson estimator, and then performing a wavelet thresholding procedure which uses the estimate...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2008
ISSN: 1935-7524
DOI: 10.1214/07-ejs139