Showing 1 - 10 of 24
Persistent link: https://www.econbiz.de/10008613009
Persistent link: https://www.econbiz.de/10010947943
Persistent link: https://www.econbiz.de/10006919277
Warping is an approach to the reduction and analysis of phase variability in functional observations, by applying a smooth bijection to the function argument. We propose a natural representation of warping functions in terms of a new type of elementary functions named 'warping component...
Persistent link: https://www.econbiz.de/10008670652
Various aspects of the wavelet approach to nonparametric regression are considered, with the overall aim of extending the scope of wavelet techniques, to irregularlyspaced data, to regularly-spaced data sets of arbitrary size, to heteroscedastic and correlated data, and to data some of which may...
Persistent link: https://www.econbiz.de/10010955504
Persistent link: https://www.econbiz.de/10012284154
Various aspects of the wavelet approach to nonparametric regression are considered, with the overall aim of extending the scope of wavelet techniques, to irregularlyspaced data, to regularly-spaced data sets of arbitrary size, to heteroscedastic and correlated data, and to data some of which may...
Persistent link: https://www.econbiz.de/10010316695
Suppose that a sequence of unknown parameters is observed sub ject to independent Gaussian noise. The EbayesThresh package in the S language implements a class of Empirical Bayes thresholding methods that can take advantage of possible sparsity in the sequence, to improve the quality of...
Persistent link: https://www.econbiz.de/10005113344
We use cumulants to derive Bayesian credible intervals for wavelet regression estimates. The first four cumulants of the posterior distribution of the estimates are expressed in terms of the observed data and integer powers of the mother wavelet functions. These powers are closely approximated...
Persistent link: https://www.econbiz.de/10005658892
Persistent link: https://www.econbiz.de/10005532845