Wavelet Thresholding: Beyond the Gaussian I.I.D. Situation
Wavelet Thresholding: Beyond the Gaussian I.I.D. Situation
With this article we first like to a give a brief review on wavelet thresholding methods in non-Gaussian and non-i.i.d. situations, respectively. Many of these applications are based onGaussian approximations of the empirical coefficients. For regression and density estimation with independent observations, we establish joint asymptotic normality of the empirical …