Regularization of Wavelet Approximations
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 96 (2001)
Issue (Month): (September)
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- Véronique Delouille & Rainer Sachs, 2005. "Estimation of nonlinear autoregressive models using design-adapted wavelets," Annals of the Institute of Statistical Mathematics, Springer, vol. 57(2), pages 235-253, June.
- Donghoh Kim & Hee-Seok Oh, . "CVTresh: R Package for Level-Dependent Cross-Validation Thresholding," Journal of Statistical Software, American Statistical Association, vol. 15(i10).
- Hee-Seok Oh & Donghoh Kim & Youngjo Lee, 2009. "Cross-validated wavelet shrinkage," Computational Statistics, Springer, vol. 24(3), pages 497-512, August.
- Hong, Zhaoping & Lian, Heng, 2013. "Sparse-smooth regularized singular value decomposition," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 163-174.
- Haibo Zhou & Jinhong You & Bin Zhou, 2010. "Statistical inference for fixed-effects partially linear regression models with errors in variables," Statistical Papers, Springer, vol. 51(3), pages 629-650, September.
- Natalia Bailey & Vanessa Smith & Hashem Pesaran, 2014. "A multiple testing approach to the regularisation of large sample correlation matrices," Cambridge Working Papers in Economics 1413, Faculty of Economics, University of Cambridge.
- Irène Gannaz, 2013. "Wavelet penalized likelihood estimation in generalized functional models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 22(1), pages 122-158, March.
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