Browsing by Subject "Wavelets"
Now showing items 118 of 18

Article
A comparative simulation study of wavelet shrinkage estimators for Poisson counts
(2004)Using computer simulations, the finite sample performance of a number of classical and Bayesian wavelet shrinkage estimators for Poisson counts is examined. For the purpose of comparison, a variety of intensity functions, ...

Article
Decomposition systems for function spaces
(2003)Let Θ := {θIe : e ∈ E, I ∈ D} be a decomposition system for L2(ℝd) indexed over D, the set of dyadic cubes in ℝd, and a finite set E, and let θ̃ := {θ̃Ie : e ∈ E, I ∈ D} be the corresponding dual functionals. That is, for ...

Article
Frequentist optimality of bayes factor estimators in wavelet regression models
(2007)We investigate the theoretical performance of Bayes factor estimators in wavelet regression models with independent and identically distributed errors that are not necessarily normally distributed. We compare these estimators ...

Article
A functional waveletkernel approach for time series prediction
(2006)We consider the prediction problem of a time series on a whole time interval in terms of its past. The approach that we adopt is based on functional kernel nonparametric regression estimation techniques where observations ...

Article
Maximal functions and smoothness spaces in Lp(ℝd)
(1998)We study smoothness spaces generated by maximal functions related to the local approximation errors of integral operators. It turns out that in certain cases these smoothness classes coincide with the spaces Cαp (ℝd), 0 < ...

Article
Minimax rates of convergence and optimality of bayes factor wavelet regression estimators under pointwise risks
(2009)We consider function estimation in nonparametric regression over Besov spaces and under pointwise lurisks (1 ≤ u < ∞). First we derive both nonadaptive and adaptive minimax pointwise rates of convergence in the standard ...

Article
Multilevel characterizations of anisotropic function spaces
(2005)We present a general method for extending decomposition systems of L 2(ℝd) to decomposition systems for the anisotropic TriebelLizorkin and Besov spaces, Fp,qα,s and Bp,qα,s, respectively, for the full range of the indexes. ...

Article
New bases for TriebelLizorkin and Besov spaces
(2002)We give a new method for construction of unconditional bases for general classes of TriebelLizorkin and Besov spaces. These include the Lp, Hp, potential, and Sobolev spaces. The main feature of our method is that the ...

Article
Nonlinear approximation and interpolation spaces
(2001)We study nterm wavelettype approximations in Besov and Triebel Lizorkin spaces. In particular, we characterize spaces of functions which have prescribed degree of nterm approximation in terms of interpolation spaces. ...

Article
Nonlinear spectral density estimation: Thresholding the correlogram
(2012)Traditional kernel spectral density estimators are linear as a function of the sample autocovariance sequence. The purpose of this article is to propose and analyse two new spectral estimation methods that are based on the ...

Article
Nonlinear spectral density estimation: Thresholding the correlogramAAA
(2012)Traditional kernel spectral density estimators are linear as a function of the sample autocovariance sequence. The purpose of this article is to propose and analyse two new spectral estimation methods that are based on the ...

Article
On pointwise optimality of Bayes factor wavelet regression estimators
(2006)We investigate the theoretical performance of Bayes factor estimators at a single point in wavelet regression models with independent and identically distributed errors that are not necessarily normally distributed. We ...

Article
On the posterior median estimators of possibly sparse sequences
(2005)We adopt the Bayesian paradigm and discuss certain properties of posterior median estimators of possibly sparse sequences. The prior distribution considered is a mixture of an atom of probability at zero and a symmetric ...

Article
Optimal testing for additivity in multiple nonparametric regression
(2009)We consider the problem of testing for additivity in the standard multiple nonparametric regression model. We derive optimal (in the minimax sense) non adaptive and adaptive hypothesis testing procedures for additivity ...

Article
Shortterm load forecasting: The similar shape functional timeseries predictor
(2013)A novel functional timeseries methodology for shortterm load forecasting is introduced. The prediction is performed by means of a weighted average of past daily load segments, the shape of which is similar to the expected ...

Article
Wavelet density estimation for weighted data
(2014)We consider the estimation of a density function on the basis of a random sample from a weighted distribution. We propose linear and nonlinear wavelet density estimators, and provide their asymptotic formulae for mean ...

Article
Wavelet estimators in nonparametric regression: A comparative simulation study
(2001)Wavelet analysis has been found to be a powerful tool for the nonparametric estimation of spatiallyvariable objects. We discuss in detail wavelet methods in nonparametric regression, where the data are modelled as ...

Article
Wavelet instruments for efficiency gains in generalized method of moment models
(2007)We propose a simple computational method in the context of generalized method of moments for improving the efficiency of regression coefficient estimates. The gains in efficiency arise by incorporating additional moment ...