# Incorporating Information on Neighboring Coefficients Into Wavelet Estimation

@article{Cai2001IncorporatingIO, title={Incorporating Information on Neighboring Coefficients Into Wavelet Estimation}, author={T. Tony Cai and Bernard W. Silverman}, journal={Sankhya}, year={2001}, volume={63}, pages={127} }

In standard wavelet methods, the empirical wavelet coe cients are thresholded term by term, on the basis of their individual magnitudes. Information on other coe cients has no in uence on the treatment of particular coe cients. We propose a wavelet shrinkage method that incorporates information on neighboring coe cients into the decision making. The coe cients are considered in overlapping blocks; the treatment of coe cients in the middle of each block depends on the data in the whole block…

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