• DOI:10.1093/BIOMET/ASP050
Corpus ID: 96445115

Generalized fiducial inference for wavelet regression

@article{Hannig2009GeneralizedFI,
  title={Generalized fiducial inference for wavelet regression},
  author={Jan Hannig and T. C. Lee},
  journal={Biometrika},
  year={2009},
  volume={96},
  pages={847-860}
}

Jan Hannig, T. C. Lee

Published 2009

Mathematics

Biometrika

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We apply Fisher's fiducial idea to wavelet regression, first developing a general methodology for handling model selection problems within the fiducial framework. We propose fiducial-based methods for wavelet curve estimation and the construction of pointwise confidence intervals. We show that these confidence intervals have asymptotically correct coverage. Simulations demonstrate that they possess promising empirical properties. Copyright 2009, Oxford University Press.