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Regularization of Wavelet Approximations

Citations

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Cited by:

  1. Shi Yafeng & Ai Chunrong & Yanlong Shi & Ying Tingting & Xu Qunfang, 2023. "Large covariance estimation using a factor model with common and group‐specific factors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2217-2248, December.
  2. Liu, Yufeng & Helen Zhang, Hao & Park, Cheolwoo & Ahn, Jeongyoun, 2007. "Support vector machines with adaptive Lq penalty," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6380-6394, August.
  3. Joel L. Horowitz & Jian Huang, 2012. "Penalized estimation of high-dimensional models under a generalized sparsity condition," CeMMAP working papers CWP17/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Tung Duy Luu & Jalal Fadili & Christophe Chesneau, 2021. "Sampling from Non-smooth Distributions Through Langevin Diffusion," Methodology and Computing in Applied Probability, Springer, vol. 23(4), pages 1173-1201, December.
  5. Amato, Umberto & Antoniadis, Anestis & De Feis, Italia & Goude, Yannig & Lagache, Audrey, 2021. "Forecasting high resolution electricity demand data with additive models including smooth and jagged components," International Journal of Forecasting, Elsevier, vol. 37(1), pages 171-185.
  6. Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng, 2015. "Risks of large portfolios," Journal of Econometrics, Elsevier, vol. 186(2), pages 367-387.
  7. Madison Giacofci & Sophie Lambert-Lacroix & Franck Picard, 2018. "Minimax wavelet estimation for multisample heteroscedastic nonparametric regression," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(1), pages 238-261, January.
  8. Yingying Fan & Jinchi Lv, 2013. "Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(503), pages 1044-1061, September.
  9. Abhik Ghosh & Magne Thoresen, 2018. "Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(2), pages 179-210, April.
  10. Antoniadis, Anestis & Sapatinas, Theofanis, 2003. "Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 87(1), pages 133-158, October.
  11. Kovac, A., 2007. "Smooth functions and local extreme values," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 5155-5171, June.
  12. Saman Banafti & Tae-Hwy Lee, 2022. "Inferential Theory for Granular Instrumental Variables in High Dimensions," Working Papers 202203, University of California at Riverside, Department of Economics.
  13. Dutta, Sumanjay & Jain, Shashi, 2024. "Shrinkage and thresholding approaches for expected utility portfolios: An analysis in terms of predictive ability," Finance Research Letters, Elsevier, vol. 64(C).
  14. Véronique Delouille & Rainer Sachs, 2005. "Estimation of nonlinear autoregressive models using design-adapted wavelets," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(2), pages 235-253, June.
  15. Hu, Jianhua & Xin, Xin & You, Jinhong, 2014. "Model determination and estimation for the growth curve model via group SCAD penalty," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 199-213.
  16. Fujii, Toru & Konishi, Sadanori, 2006. "Nonlinear regression modeling via regularized wavelets and smoothing parameter selection," Journal of Multivariate Analysis, Elsevier, vol. 97(9), pages 2023-2033, October.
  17. Yang, Yang & Yang, Yanrong & Shang, Han Lin, 2022. "Feature extraction for functional time series: Theory and application to NIR spectroscopy data," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
  18. Choi, Sungwoo & Park, Junyong, 2014. "Nonparametric additive model with grouped lasso and maximizing area under the ROC curve," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 313-325.
  19. Jianqing Fan & Kunpeng Li & Yuan Liao, 2020. "Recent Developments on Factor Models and its Applications in Econometric Learning," Papers 2009.10103, arXiv.org.
  20. Jianqing Fan & Yuan Liao & Han Liu, 2016. "An overview of the estimation of large covariance and precision matrices," Econometrics Journal, Royal Economic Society, vol. 19(1), pages 1-32, February.
  21. Kapetanios, George & Zikes, Filip, 2018. "Time-varying Lasso," Economics Letters, Elsevier, vol. 169(C), pages 1-6.
  22. Joel L. Horowitz, 2015. "Variable selection and estimation in high-dimensional models," CeMMAP working papers 35/15, Institute for Fiscal Studies.
  23. Fan, Jianqing & Wang, Weichen & Zhong, Yiqiao, 2019. "Robust covariance estimation for approximate factor models," Journal of Econometrics, Elsevier, vol. 208(1), pages 5-22.
  24. Umberto Amato & Anestis Antoniadis & Italia De Feis & Irene Gijbels, 2021. "Penalised robust estimators for sparse and high-dimensional linear models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 1-48, March.
  25. Li, Jianbo & Gu, Minggao & Zhang, Riquan, 2013. "Variable selection for general transformation models with right censored data via nonconcave penalties," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 445-456.
  26. Chen, Ying & Niu, Linlin & Chen, Ray-Bing & He, Qiang, 2019. "Sparse-Group Independent Component Analysis with application to yield curves prediction," Computational Statistics & Data Analysis, Elsevier, vol. 133(C), pages 76-89.
  27. Alan T. K. Wan & Jinhong You & Riquan Zhang, 2016. "A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors," Econometric Reviews, Taylor & Francis Journals, vol. 35(5), pages 894-928, May.
  28. repec:jss:jstsof:15:i10 is not listed on IDEAS
  29. Eunyoung Park & Sookhee Kwon & Jihoon Kwon & Richard Sylvester & Il Do Ha, 2020. "Penalized h‐likelihood approach for variable selection in AFT random‐effect models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 74(1), pages 52-71, February.
  30. Mishra, Aditya & Müller, Christian L., 2022. "Robust regression with compositional covariates," Computational Statistics & Data Analysis, Elsevier, vol. 165(C).
  31. Luz M. Gómez & Rogério F. Porto & Pedro A. Morettin, 2021. "Nonparametric regression with warped wavelets and strong mixing processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1203-1228, December.
  32. Matthieu Garcin & Dominique Guegan, 2015. "Optimal wavelet shrinkage of a noisy dynamical system with non-linear noise impact," Documents de travail du Centre d'Economie de la Sorbonne 15085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  33. Joel L. Horowitz, 2015. "Variable selection and estimation in high-dimensional models," Canadian Journal of Economics, Canadian Economics Association, vol. 48(2), pages 389-407, May.
  34. Irène Gannaz, 2013. "Wavelet penalized likelihood estimation in generalized functional models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(1), pages 122-158, March.
  35. Joel L. Horowitz & Jian Huang, 2012. "Penalized estimation of high-dimensional models under a generalized sparsity condition," CeMMAP working papers 17/12, Institute for Fiscal Studies.
  36. Sumanjay Dutta & Shashi Jain, 2023. "Precision versus Shrinkage: A Comparative Analysis of Covariance Estimation Methods for Portfolio Allocation," Papers 2305.11298, arXiv.org.
  37. Bailey, Natalia & Pesaran, M. Hashem & Smith, L. Vanessa, 2019. "A multiple testing approach to the regularisation of large sample correlation matrices," Journal of Econometrics, Elsevier, vol. 208(2), pages 507-534.
  38. Oleg Shestakov, 2020. "Wavelet Thresholding Risk Estimate for the Model with Random Samples and Correlated Noise," Mathematics, MDPI, vol. 8(3), pages 1-8, March.
  39. Ai, Chunrong & You, Jinhong & Zhou, Yong, 2011. "Statistical inference using a weighted difference-based series approach for partially linear regression models," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 601-618, March.
  40. Esra Ulasan & A. Özlem Önder, 2023. "Large portfolio optimisation approaches," Journal of Asset Management, Palgrave Macmillan, vol. 24(6), pages 485-497, October.
  41. Matthieu Garcin & Dominique Guegan, 2015. "Optimal wavelet shrinkage of a noisy dynamical system with non-linear noise impact," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01244239, HAL.
  42. Xin-Bing Kong & Zhi Liu & Yuan Yao & Wang Zhou, 2017. "Sure screening by ranking the canonical correlations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 46-70, March.
  43. Bartosz Uniejewski, 2024. "Regularization for electricity price forecasting," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 34(3), pages 267-286.
  44. Garcia-Magariños Manuel & Antoniadis Anestis & Cao Ricardo & González-Manteiga Wenceslao, 2010. "Lasso Logistic Regression, GSoft and the Cyclic Coordinate Descent Algorithm: Application to Gene Expression Data," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 9(1), pages 1-30, August.
  45. Sophie Lambert-Lacroix & Laurent Zwald, 2016. "The adaptive BerHu penalty in robust regression," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(3), pages 487-514, September.
  46. Hee-Seok Oh & Donghoh Kim & Youngjo Lee, 2009. "Cross-validated wavelet shrinkage," Computational Statistics, Springer, vol. 24(3), pages 497-512, August.
  47. Chun Park & Inyoung Kim, 2015. "Efficient resolution and basis functions selection in wavelet regression," Computational Statistics, Springer, vol. 30(4), pages 957-986, December.
  48. Joel L. Horowitz, 2015. "Variable selection and estimation in high-dimensional models," CeMMAP working papers CWP35/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  49. M. P. Wand, 2003. "Smoothing and mixed models," Computational Statistics, Springer, vol. 18(2), pages 223-249, July.
  50. Umberto Amato & Anestis Antoniadis & Italia Feis & Irène Gijbels, 2022. "Penalized wavelet estimation and robust denoising for irregular spaced data," Computational Statistics, Springer, vol. 37(4), pages 1621-1651, September.
  51. Marcus Alexander & Matthew Harding & Carlos Lamarche, 2011. "Quantifying the impact of economic crises on infant mortality in advanced economies," Applied Economics, Taylor & Francis Journals, vol. 43(24), pages 3313-3323.
  52. Li, Jianbo & Gu, Minggao, 2012. "Adaptive LASSO for general transformation models with right censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2583-2597.
  53. Hong, Zhaoping & Lian, Heng, 2013. "Sparse-smooth regularized singular value decomposition," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 163-174.
  54. Matthieu Garcin & Dominique Guegan, 2015. "Optimal wavelet shrinkage of a noisy dynamical system with non-linear noise impact," Post-Print halshs-01244239, HAL.
  55. Ting Fung Ma & Fangfang Wang & Jun Zhu, 2023. "On generalized latent factor modeling and inference for high‐dimensional binomial data," Biometrics, The International Biometric Society, vol. 79(3), pages 2311-2320, September.
  56. Haibo Zhou & Jinhong You & Bin Zhou, 2010. "Statistical inference for fixed-effects partially linear regression models with errors in variables," Statistical Papers, Springer, vol. 51(3), pages 629-650, September.
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