56
Views
0
CrossRef citations to date
0
Altmetric
Regression Analysis

Regression Function Estimation Using Spline Wavelets

&
Pages 823-832 | Received 15 Nov 2002, Accepted 12 Oct 2004, Published online: 15 Feb 2007

References

  • Antoniadis , A. , Gregoire , G. , Mckeague , W. I. ( 1994 ). Wavelet methods for curve estimation . J. Amer. Statist. Assoc. 89 ( 3 ): 1340 – 1994 .
  • Chui , C. K. ( 1992 ). An Introduction to Wavelets . New York : Academic Press .
  • Chui , C. K. , Wang , J. Z. ( 1991 ). A cardinal spline approach to wavelets . Proc. Amer. Math. Soc. 113 : 785 – 793 .
  • Chung , Y. P. , Zhou , Z. ( 1996 ). The predictibility of stock returns–-a nonparametric approach . Econometric Rev. 15 ( 3 ): 299 – 330 .
  • Donoho , D. L. , Johnstone , I. M. ( 1992 ). Minimax estimation via wavelet shrinkage. Technical Report No. 402 . Department of Statistics, Stanford University , Stanford , CA .
  • Donoho , D. L. , Johnstone , I. M. , Kerkyacharian , G. , Picard , D. ( 1995 ). Wavelet shrinkage: asymptopia? . J. Roy. Statist. Soc. Ser. B 57 ( 2 ): 301 – 369 .
  • Eubank , R. L. ( 1988 ). Spline Smoothing and Nonparametric Regression . New York : Marcel Dekker, Inc. .
  • Fama , E. F. (1981). Stock returns, real activity and money. Amer. Eco. Rev. 71(4):545–565.
  • Fama , E. F. , French , K. R. ( 1989 ). Business Conditions and expected etuns on stock and bonds . J. Fin. Econ. 25 : 23 – 49 . [CROSSREF]
  • Goetzmann , W. N. , Jorion , P. ( 1993 ). Testing the predictive power of dividend yields . J. Fin. 48 : 663 – 679 .
  • Hall , P. , Patil , P. ( 1996 ). On the choice of smoothing parameter. Threshold and truncation in nonparametric regression by non-linear wavelet methods . J. Roy. Statist. Soc. Ser B 58 : 361 – 377 .
  • Härdle , W. ( 1990 ). Applied Nonparametric Regression . New York : Cambridge University Press .
  • Kimeldorf , G. S. , Wahba , G. ( 1971 ). Some results on Tchebycheffian spline functions . J. Math. Ana. Appl. 33 : 82 – 95 . [CSA] [CROSSREF]
  • Lyche , T. , Schumaker , L. L. ( 1973 ). Computation of smoothing and interpolating natural spline via local bases . SIAM J. Numer. Ana. 10 ( 6 ): 1027 – 1038 . [CROSSREF]
  • Mallat , S. ( 1989 ). Multiresolution approximations and wavelet orthonormal bases of L 2(R) . Trans. Amer. Math. Soc. 315 : 69 – 87 .
  • Nadaraya , N. A. ( 1964 ). On estimating regression . Theo. Prob. Appli. 10 : 186 – 190 . [CROSSREF]
  • Wahba , G. ( 1975 ). Smoothing noisy data with spline functions . Numer. Math. 24 : 383 – 393 . [CSA] [CROSSREF]
  • Watson , G. S. ( 1964 ). Smooth regression analysis . Sankhya Ser. A 26 : 359 – 372 . [CSA]

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.