03743nam a22004815i 4500001001800000003000900018005001700027007001500044008004100059020001800100020001900118024003500137040000900172082001400181100002600195245009200221264004600313300003200359336002600391337002600417338003900443347002400482490001100506505034600517520192500863650001602788650001702804650002002821650002902841650001802870650001902888650001602907650003602923650001802959650002002977650001902997650004103016710003403057773002003091776003603111830001103147856010303158978-0-387-75961-6DE-He21320260521091954.0cr nn 008mamaa100725s2008 xxu| s |||| 0|eng d a9780387759616 a997803877596167 a10.1007/978-0-387-75961-62doi cCICY04a519.52231 aNason, G. P.eeditor.10aWavelet Methods in Statistics with Rh[recurso electrónico] /cedited by G. P. Nason. 1aNew York, NY :bSpringer New York,c2008. aX, 259 p.bonline resource. atextbtxt2rdacontent acomputerbc2rdamedia arecurso en líneabcr2rdacarrier atext filebPDF2rda1 aUse R!0 aWavelets, discrete wavelet transforms, non-decimated transforms, wavelet packet transforms, lifting transforms -- Multiscale methods for denoising (wavelet shrinkage) -- Locally stationary wavelet time series and texture modelling -- Multiscale variable transformations for Gaussianization and variance stabilization -- Miscellaneous topics. aWavelet methods have recently undergone a rapid period of development with important implications for a number of disciplines including statistics. This book has three main objectives: (i) providing an introduction to wavelets and their uses in statistics; (ii) acting as a quick and broad reference to many developments in the area; (iii) interspersing R code that enables the reader to learn the methods, to carry out their own analyses, and further develop their own ideas. The book code is designed to work with the freeware R package WaveThresh4, but the book can be read independently of R. The book introduces the wavelet transform by starting with the simple Haar wavelet transform, and then builds to consider more general wavelets, complex-valued wavelets, non-decimated transforms, multidimensional wavelets, multiple wavelets, wavelet packets, boundary handling, and initialization. Later chapters consider a variety of wavelet-based nonparametric regression methods for different noise models and designs including density estimation, hazard rate estimation, and inverse problems; the use of wavelets for stationary and non-stationary time series analysis; and how wavelets might be used for variance estimation and intensity estimation for non-Gaussian sequences. The book is aimed both at Masters/Ph.D. students in a numerate discipline (such as statistics, mathematics, economics, engineering, computer science, and physics) and postdoctoral researchers/users interested in statistical wavelet methods. Guy Nason is Professor of Statistics at the University of Bristol. He has been actively involved in the development of various wavelet methods in statistics since 1993. He was awarded the Royal Statistical Society's 2001 Guy Medal in Bronze for work on wavelets in statistics. He was the author of the first, free, generally available wavelet package for statistical purposes in S and R (WaveThresh2). 0aSTATISTICS. 0aDATA MINING. 0aBIOINFORMATICS. 0aMATHEMATICAL STATISTICS. 0aECONOMETRICS. 0aPSYCHOMETRICS.14aSTATISTICS.24aSTATISTICAL THEORY AND METHODS.24aECONOMETRICS.24aBIOINFORMATICS.24aPSYCHOMETRICS.24aDATA MINING AND KNOWLEDGE DISCOVERY.2 aSpringerLink (Online service)0 tSpringer eBooks08iPrinted edition:z9780387759609 0aUse R!40uhttp://dx.doi.org/10.1007/978-0-387-75961-6zVer el texto completo en las instalaciones del CICY