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Stochastic Analysis and Applications Volume 15, 1997 - Issue 2
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Original Articles

On shape-preserving probabilistic wavelet approximators

Lubomir Dechevsky Institute of Mathematics & Informatics, Technical University, Sofia, Bulgaria, 1156
&
Spiridon Penev School of Mathernatics Department of Statistics, The University of New South Wales, Sydney, 2052, Australia
Pages 187-215 | Published online: 03 Apr 2007

Citations (19)

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Read on this site (4)

Yonghui Zhang & Qiankun Zhou. (2021) Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing. Econometric Reviews 40:10, pages 983-1006.
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Lubomir Dechevsky & Brenda MacGibbon. (2009) Asymptotically minimax non–parametric function estimation with positivity constraints I. Statistics 43:5, pages 423-442.
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Lubomir Dechevsky & Spiridon Penev. (1998) On shape-preserving wavelet estimators of cumulative distribution functions and densities. Stochastic Analysis and Applications 16:3, pages 423-462.
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Spiridon Penev & Lubomir Dechevsky. (1997) On non-negative wavelet-based density estimators. Journal of Nonparametric Statistics 7:4, pages 365-394.
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Articles from other publishers (15)

Johannes O. Royset & Roger J-B Wets. (2020) Variational analysis of constrained M-estimators. The Annals of Statistics 48:5.
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Carlos Aya-Moreno, Gery Geenens & Spiridon Penev. (2018) Shape-preserving wavelet-based multivariate density estimation. Journal of Multivariate Analysis 168, pages 30-47.
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Xiaohong ChenYin Jia Jeff Qiu. (2016) Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide. Annual Review of Economics 8:1, pages 259-290.
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An Yonghong, Hsiao Cheng & Li Dong. 2016. Essays in Honor of Aman Ullah. Essays in Honor of Aman Ullah 47 65 .
Johannes O. Royset & Roger J-B Wets. (2015) Fusion of hard and soft information in nonparametric density estimation. European Journal of Operational Research 247:2, pages 532-547.
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Darinka Dentcheva & Spiridon Penev. (2010) Shape-restricted inference for Lorenz curves using duality theory. Statistics & Probability Letters 80:5-6, pages 403-412.
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Xiaohong Chen. 2007. 5549 5632 .
Qi Li, Cheng Hsiao & Joel Zinn. (2003) Consistent specification tests for semiparametric/nonparametric models based on series estimation methods. Journal of Econometrics 112:2, pages 295-325.
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A. Antoniadis, D. Leporini & J.–C. Pesquet. (2008) Wavelet thresholding for some classes of non–Gaussian noise. Statistica Neerlandica 56:4, pages 434-453.
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Daniel McFadden. (2001) Economic Choices. American Economic Review 91:3, pages 351-378.
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Brani Vidakovic. 1999. Statistical Modeling by Wavelets. Statistical Modeling by Wavelets 345 370 .
Antonio Cosma, O. Scaillet & Rainer von Sachs. (2005) Multivariate Wavelet-based Shape Preserving Estimation for Dependent Observations. SSRN Electronic Journal.
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Antonio Cosma, Stefano Galluccio & O. Scaillet. (2016) Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps. SSRN Electronic Journal.
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Xiaohong Chen & Yin Jia Jeff Qiu. (2016) Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide. SSRN Electronic Journal.
Crossref
Antonio Cosma, Stefano Galluccio & O. Scaillet. (2012) Valuing American Options Using Fast Recursive Projections. SSRN Electronic Journal.
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