Dilation-Invariant Wavelet Estimation
Eric Chicken · Communications in Statistics - Simulation and Computation · 2008
A wavelet method is proposed that reduces function estimation error and provides smooth reconstructions, while still estimating jumps in the function well. It is based on analyzing multiple dilated versions of the sampled function. In simulation studies, the estimator exhibits low mean squared errors without sacrificing smoothness or jump detection ability when compared to other wavelet methods.