Extending the scope of wavelet regression methods by coefficient-dependent thresholding
Arne Kovac, B. W. Silverman · Bristol Research (University of Bristol) · 1998
Various aspects of the wavelet approach to nonparametric regression are considered, with the overall aim of extending the scope of wavelet techniques, to irregularly-spaced data, to regularly-spaced data sets of arbitrary size, to heteroscedastic and correlated data, and to data some of which may be downweighted or omitted as outliers.