Accession Number : ADA298837

Title :   Wavelet and Isotonic Regression,

Corporate Author : STATISTICAL SCIENCES INC SEATTLE WA

Personal Author(s) : Gao, Hong-Ye

PDF Url : ADA298837

Report Date : 1992

Pagination or Media Count : 16

Abstract : Consider the model:y sub i = f(t sub i) + Z sub i where f is a decreasing function and ? Z sub i ! are assumed to be a stationary Gaussian process with mean zero and variance sigma-sq. We propose a simple thresholding procedure based on the fact that the wavelet coefficients for f, under Haar basis, are non-negative. We show that our estimator is competitive with the Grenander estimator both theoretically and numerically (in the sense of mean square error). Key Words and Phrases: Isotonic Regression; Monotone Curve; Grenander Estimator; Orthogonal Wavelet Transformation; Shrinkage Estimator.

Descriptors :   *REGRESSION ANALYSIS, GRAPHS, ESTIMATES, TRANSFORMATIONS(MATHEMATICS), ERRORS, MEAN, SHRINKAGE, MONOTONE FUNCTIONS.

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE