Kim, Donghoh; Oh, Hee-Seok - In: Journal of Statistical Software 15 (2006) i10
The core of the wavelet approach to nonparametric regression is thresholding of wavelet coefficients. This paper reviews a cross-validation method for the selection of the thresholding value in wavelet shrinkage of Oh, Kim, and Lee (2006), and introduces the R package CVThresh implementing...