Choice of the Threshold Parameter in Wavelet Function Estimation
نویسنده
چکیده
The procedures of Donoho, Johnstone, Kerkyacharian and Picard DJKP] estimate functions by inverting thresholded wavelet transform coeecients of the data. The choice of threshold is crucial to the success of the method and is currently subject to an intense research eeort. We describe how we have applied the statistical technique of cross-validation to choose a threshold and we present results that indicate that its performance for correlated data. Finally, to illustrate the techniques , we apply various wavelet-based estimation methods to some noisy one-and two-dimensional signals and display the results.
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تاریخ انتشار 1995