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...

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...