IDEAS home Printed from https://ideas.repec.org/a/spr/stmapp/v6y1997i2p97-130.html
   My bibliography  Save this article

Wavelets in statistics: A review

Author

Listed:
  • A. Antoniadis

Abstract

No abstract is available for this item.

Suggested Citation

  • A. Antoniadis, 1997. "Wavelets in statistics: A review," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 6(2), pages 97-130, August.
    • Handle: RePEc:spr:stmapp:v:6:y:1997:i:2:p:97-130
    DOI: 10.1007/BF03178905
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/BF03178905
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/BF03178905?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Kerkyacharian, G. & Picard, D., 1992. "Density estimation in Besov spaces," Statistics & Probability Letters, Elsevier, vol. 13(1), pages 15-24, January.
    2. Masry, Elias, 1994. "Probability density estimation from dependent observations using wavelets orthonormal bases," Statistics & Probability Letters, Elsevier, vol. 21(3), pages 181-194, October.
    3. Engel, Joachim, 1990. "Density estimation with Haar series," Statistics & Probability Letters, Elsevier, vol. 9(2), pages 111-117, February.
    4. Antoniadis, A. & Grégoire, G. & Vial, P., 1997. "Random design wavelet curve smoothing," Statistics & Probability Letters, Elsevier, vol. 35(3), pages 225-232, October.
    5. F. Abramovich & T. Sapatinas & B. W. Silverman, 1998. "Wavelet thresholding via a Bayesian approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(4), pages 725-749.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Gérard, Kerkyacharian & Dominique, Picard, 1997. "Limit of the quadratic risk in density estimation using linear methods," Statistics & Probability Letters, Elsevier, vol. 31(4), pages 299-312, February.
    2. Marianna Pensky, 2002. "Locally Adaptive Wavelet Empirical Bayes Estimation of a Location Parameter," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(1), pages 83-99, March.
    3. Masry, Elias, 1997. "Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series," Stochastic Processes and their Applications, Elsevier, vol. 67(2), pages 177-193, May.
    4. Antonio Cosma & Olivier Scaillet & Rainer von Sachs, 2005. "Multiariate Wavelet-based sahpe preserving estimation for dependant observation," FAME Research Paper Series rp144, International Center for Financial Asset Management and Engineering.
    5. Liang Han-Ying & Mammitzsch Volker & Steinebach Josef, 2005. "Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations," Statistics & Risk Modeling, De Gruyter, vol. 23(3/2005), pages 161-180, March.
    6. Marco Di Zio & Arnoldo Frigessi, 1999. "Smoothness in Bayesian Non-parametric Regression with Wavelets," Methodology and Computing in Applied Probability, Springer, vol. 1(4), pages 391-405, December.
    7. Kato, Takeshi, 1999. "Density estimation by truncated wavelet expansion," Statistics & Probability Letters, Elsevier, vol. 43(2), pages 159-168, June.
    8. A. Antoniadis, 1997. "Rejoinder," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 6(2), pages 143-144, August.
    9. N. Hosseinioun & H. Doosti & H. Nirumand, 2012. "Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences," Statistical Papers, Springer, vol. 53(1), pages 195-203, February.
    10. Matthieu Garcin & Dominique Guegan, 2015. "Optimal wavelet shrinkage of a noisy dynamical system with non-linear noise impact," Documents de travail du Centre d'Economie de la Sorbonne 15085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    11. Koo, Ja-Yong & Kim, Woo-Chul, 1996. "Wavelet density estimation by approximation of log-densities," Statistics & Probability Letters, Elsevier, vol. 26(3), pages 271-278, February.
    12. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011. "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls," Papers 1201.0224, arXiv.org, revised May 2012.
    13. Karun Adusumilli & Taisuke Otsu, 2015. "Nonparametric instrumental regression with errors in variables," STICERD - Econometrics Paper Series /2015/585, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    14. Yu Yue & Paul Speckman & Dongchu Sun, 2012. "Priors for Bayesian adaptive spline smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 577-613, June.
    15. Beran, Jan & Heiler, Mark A., 2008. "A nonparametric regression cross spectrum for multivariate time series," Journal of Multivariate Analysis, Elsevier, vol. 99(4), pages 684-714, April.
    16. Nilotpal Sanyal & Marco A. R. Ferreira, 2017. "Bayesian Wavelet Analysis Using Nonlocal Priors with an Application to fMRI Analysis," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 79(2), pages 361-388, November.
    17. Mak Kaboudan, 2006. "Computational Forecasting of Wavelet-converted Monthly Sunspot Numbers," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(9), pages 925-941.
    18. Hee-Seok Oh & Donghoh Kim & Youngjo Lee, 2009. "Cross-validated wavelet shrinkage," Computational Statistics, Springer, vol. 24(3), pages 497-512, August.
    19. Capobianco Enrico & Marras Elisabetta & Travaglione Antonella, 2011. "Multiscale Characterization of Signaling Network Dynamics through Features," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 10(1), pages 1-32, November.
    20. Iolanda Lo Cascio, 2007. "Wavelet Analysis and Denoising: New Tools for Economists," Working Papers 600, Queen Mary University of London, School of Economics and Finance.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stmapp:v:6:y:1997:i:2:p:97-130. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.