Block thresholding wavelet regression using SCAD penalty
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Park, Cheolwoo | ko |
| dc.date.accessioned | 2021-06-11T01:50:31Z | - |
| dc.date.available | 2021-06-11T01:50:31Z | - |
| dc.date.created | 2021-06-11 | - |
| dc.date.created | 2021-06-11 | - |
| dc.date.issued | 2010-09 | - |
| dc.identifier.citation | JOURNAL OF STATISTICAL PLANNING AND INFERENCE, v.140, no.9, pp.2755 - 2770 | - |
| dc.identifier.issn | 0378-3758 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/285780 | - |
| dc.description.abstract | This paper concerns wavelet regression using a block thresholding procedure. Block thresholding methods utilize neighboring wavelet coefficients information to increase estimation accuracy. We propose to construct a data-driven block thresholding procedure using the smoothly clipped absolute deviation (SCAD) penalty. A simulation study demonstrates competitive finite sample performance of the proposed estimator compared to existing methods. We also show that the proposed estimator achieves optimal convergence rates in Besov spaces. (C) 2010 Elsevier B.V. All rights reserved. | - |
| dc.language | English | - |
| dc.publisher | ELSEVIER SCIENCE BV | - |
| dc.title | Block thresholding wavelet regression using SCAD penalty | - |
| dc.type | Article | - |
| dc.identifier.wosid | 000278398300037 | - |
| dc.identifier.scopusid | 2-s2.0-77952544005 | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 140 | - |
| dc.citation.issue | 9 | - |
| dc.citation.beginningpage | 2755 | - |
| dc.citation.endingpage | 2770 | - |
| dc.citation.publicationname | JOURNAL OF STATISTICAL PLANNING AND INFERENCE | - |
| dc.identifier.doi | 10.1016/j.jspi.2010.03.035 | - |
| dc.contributor.localauthor | Park, Cheolwoo | - |
| dc.description.isOpenAccess | N | - |
| dc.type.journalArticle | Article | - |
| dc.subject.keywordAuthor | Besov space | - |
| dc.subject.keywordAuthor | Block thresholding | - |
| dc.subject.keywordAuthor | Convergence rates | - |
| dc.subject.keywordAuthor | Smoothly clipped absolute deviation penalty | - |
| dc.subject.keywordAuthor | Wavelet regression | - |
| dc.subject.keywordPlus | SHARP CHANGE-POINT | - |
| dc.subject.keywordPlus | VARIABLE SELECTION | - |
| dc.subject.keywordPlus | SHRINKAGE | - |
| dc.subject.keywordPlus | ESTIMATORS | - |
| dc.subject.keywordPlus | DESIGN | - |
- Appears in Collection
- MA-Journal Papers(저널논문)
- Files in This Item
- There are no files associated with this item.
This item is cited by other documents in WoS
| ⊙ Detail Information in WoSⓡ | Click to see |  |
| ⊙ Cited 3 items in WoS | Click to see citing articles in |  |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.