Search Results - subject:"thresholding"

Log-Density Deconvolution by Wavelet Thresholding

Bigot, Jérôme; Van Bellegem, Sébastien - Toulouse School of Economics (TSE) - 2009

nonlinear wavelet thresholding with periodised Meyer wavelets and estimation by information projection. It is guaranteed to be …

Persistent link: https://www.econbiz.de/10008465288

Adaptive estimation of an additive regression function from weakly dependent data

Chesneau, Christophe; Fadili, Jalal; Maillot, Bertrand - In: Journal of Multivariate Analysis 133 (2015) C, pp. 77-94

A d-dimensional nonparametric additive regression model with dependent observations is considered. Using the marginal integration technique and wavelets methodology, we develop a new adaptive estimator for a component of the additive regression function. Its asymptotic properties are...

Persistent link: https://www.econbiz.de/10011116249

Power enhancement in high-dimensional cross-sectional tests

Fan, Jianqing; Liao, Yuan; Yao, Jiawei - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 4, pp. 1497-1541

Persistent link: https://www.econbiz.de/10011405086

A wavelet-Fisz approach to spectrum estimation

Fryzlewicz, Piotr; Nason, Guy P.; von Sachs, Rainer - London School of Economics (LSE) - 2008

We suggest a new approach to wavelet threshold estimation of spectral densities of stationary time series. It is well known that choosing appropriate thresholds to smooth the periodogram is difficult because non-parametric spectral estimation suffers from problems similar to curve estimation...

Persistent link: https://www.econbiz.de/10010746418

Confidence sets based on penalized maximum likelihood estimators

Pötscher, Benedikt M.; Schneider, Ulrike - Volkswirtschaftliche Fakultät, … - 2008

LASSO, adaptive LASSO, and hard-thresholding are analyzed. It is shown that symmetric intervals are the shortest. The length … of the shortest intervals based on the hard-thresholding estimator is larger than the length of the shortest interval …

Persistent link: https://www.econbiz.de/10005026624

Threshold optimization for classification in imbalanced data in a problem of gamma-ray astronomy

Voigt, Tobias; Fried, Roland; Backes, Michael; Rhode, … - In: Advances in Data Analysis and Classification 8 (2014) 2, pp. 195-216

We introduce a method to minimize the mean square error (MSE) of an estimator which is derived from a classification. The method chooses an optimal discrimination threshold in the outcome of a classification algorithm and deals with the problem of unequal and unknown misclassification costs and...

Persistent link: https://www.econbiz.de/10010794020

An asymptotically minimax kernel machine

Ghosh, Debashis - In: Statistics & Probability Letters 95 (2014) C, pp. 33-38

Recently, a class of machine learning-inspired procedures, termed kernel machine methods, has been extensively developed in the statistical literature. In this note, we construct a so-called ‘adaptively minimax’ kernel machine. Such a construction highlights the limits on the...

Persistent link: https://www.econbiz.de/10010939471

Robust thresholding for Diffusion Index forecast

Le, Vu; Wang, Qing - In: Economics Letters 125 (2014) 1, pp. 52-56

, 2002b) using hard thresholding with robust KVB statistic for regression hypothesis tests (Kiefer et al., 2000). The new … comparison indicates that the proposed methodology can improve upon the existing hard thresholding methods and outperform the … soft thresholding methods (Bai and Ng, 2008) when applied to a real data set that forecasts eight macroeconomic variables …

Persistent link: https://www.econbiz.de/10010939485

Functional data classification: a wavelet approach

Chang, Chung; Chen, Yakuan; Ogden, R. - In: Computational Statistics 29 (2014) 6, pp. 1497-1513

:1007–1021, <CitationRef CitationID="CR6">1998</CitationRef>) and our image data, we propose a new semi-metric, based on wavelet thresholding … for classifying functional data. This wavelet-thresholding semi-metric is able to adapt to the smoothness of the data and …

Persistent link: https://www.econbiz.de/10011151859

Robust thresholding for Diffusion Index forecast

Le, Vu; Wang, Qing - In: Economics letters 125 (2014) 1, pp. 52-56

Persistent link: https://www.econbiz.de/10010504772