Overview

Various wavelet shrinkage and wavelet thresholding estimators, appeared in the nonparametric regression literature, are implemented in MATLAB§. These estimators arise from a wide range of classical and empirical Bayes methods treating either individual or blocks of wavelet coefficients.

All figures and tables in the accompanying paper:

 Antoniadis, A., Bigot, J. & Sapatinas, T. (2001). Wavelet Estimators in Nonparametric Regression: A Comparative Simulation Study. Journal of Statistical Software, 6 , Issue 6, 1-83 .

can be reproduced with this code. To download the code or the accompanying paper, click on the INFO button.