On choosing a non-integer resolution level when using wavelet methods

Peter Hall and Guy P. Nason

Statistics & Probability Letters, 1997, vol. 34, issue 1, 5-11

Abstract: In curve estimation using wavelet methods it is common to select the resolution level to be an integer, so as to exploit the computational advantages of the pyramid or cascade algorithm. This choice, however, can produce a noticeable amount of either oversmoothing or undersmoothing. Its analogue for estimation by kernel methods is to restrict the bandwidth to be an integer power of , which would seldom be acceptable. In this note we quantify the advantages of non-integer resolution levels.

Keywords: Bandwidth; Curve; estimation; Density; estimation; Dyadic; expansion; Mean; squared; error; Kernel; estimator; Nonparametric; regression (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (3)

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