![[Back]](/images/prevpage.gif)
![[Index]](/images/index.gif)
![[Help]](/images/help.gif)
![[MSI]](/images/msi.gif)
![[ANU Online]](/images/online.gif)
Research Report SRR95-035
Exact risk analysis of wavelet regression
J.S. Marron, S. Adak, I.M.Johnstone, M.H. Neumann and P. Patil
Abstract:
Wavelets have motivated development of a host of new ideas in nonparametric
regression
smoothing. Here we apply the tool of exact risk analysis, to understand
the small
sample behavior of wavelet estimators, and thus to check directly the
conclusions
suggested by asymptotics. Comparisons between some wavelet bases, and also
between hard
and soft thresholding are given from several viewpoints. Our results
provide insight as
to why the viewpoints and conclusions of Donoho and Johnstone differ from
those of Hall
and Patil.
This service is maintained by the
Mathematical Sciences Institute (MSI)
Comments to
webmaster@maths.anu.edu.au
URL: http://wwwmaths.anu.edu.au/