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Activity Number: 260
Type: Contributed
Date/Time: Monday, August 1, 2016 : 2:00 PM to 3:50 PM
Sponsor: Section on Nonparametric Statistics
Abstract #321295
Title: Nonparametric Estimation Using Wavelet Tensor and Hyperbolic Wavelets with Fractional Gaussian Fields
Author(s): Justin Wishart*
Companies: Macquarie University
Keywords: Wavelet analysis ; Fourier Analysis ; Multivariate functions ; Nonparametric regression

The estimation of multivariate nonparametric functions of general dimension, $d \ge 2$, is considered using either the standard wavelet-tensor basis and the hyperbolic wavelet basis. In particular the performance of both methods is measured with the $L_p$ loss when the functions are observed in noise modelled by fractional Brownian sheets. The hyperbolic basis is shown to be a superior for estimation, capturing possible anisotropy in functions and the noise process.

Authors who are presenting talks have a * after their name.

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