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Biometrika 2001 88(1):291-298; doi:10.1093/biomet/88.1.291
© 2001 by Biometrika Trust
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Miscellaneous

Polynomial boundary treatment for wavelet regression

Hee-Seok Oh1, Philippe Naveau1 and Geunghee Lee2

1 Geophysical Statistics Projects, National Center for Atmospheric Research, Boulder, Colorado 80307, U.S.A.e-mail: heeseok{at}ucar.edu e-mail: pnaveau{at}ucar.edu 2 Bank of Korea, Seoul 100-794, Korea e-mail: geunghee{at}unitel.co.kr

To overcome boundary problems with wavelet regression, we propose a simple method that reduces bias at the boundaries.It is based on a combination of wavelet functions and low-order polynomials. The utility of the method is illustrated with simulation studies and a real example. Asymptotic results show that the estimators are competitive with other nonparametric procedures.

Key Words: Boundary problem; Polynomial regression; Polynomial-trigonometric regression; Wavelet regression


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