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Details of Grant 

EPSRC Reference: GR/M71862/01
Title: WAVELET-BASED METHODS FOR CURVE ESTIMATION
Principal Investigator: Patil, Dr PN
Other Investigators:
Wood, Professor A
Researcher Co-Investigators:
Project Partners:
Department: School of Mathematics
Organisation: University of Birmingham
Scheme: Standard Research (Pre-FEC)
Starts: 01 November 1999 Ends: 31 October 2001 Value (£): 2,935
EPSRC Research Topic Classifications:
Statistics & Appl. Probability
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
Related Grants:
Panel History:  
Summary on Grant Application Form
Wavelet methods are attracting exceptional attention in many areas of science, including statistics, engineering, computational mathematics and mathematical analysis. From a practical viewpoint the main advantage that wavelets enjoy over traditional methods of function approximation is that they offer approximation simultaneously in both the frequency and the spatial domain. This means that goodness-of-fit tests based on wavelet-based estimators are expected to have additional capability (compared to traditional methods) for detecting sharp peaks and high frequency alternations. The proposal is for fundamental methodological research in exploiting this feature. Its potential applications extend to all domains of curve estimation including density and hazard rate estimation, regression and image analysis. The proposal is also for basic research in extending the advantages of wavelet-based procedures to non-Guassian settings and developing associated practical methods. The primary case to be developed here is counting process intensity, which has applications in a wide range of areas including astronomy (to model gamma-ray burst signals), reliability and medical statistics. Practical implementation of the methodology emerging out of the proposed research will hinge on suitable, though objective, choice of smoothing parameters and hence the proposal is also for practical solution of the choice of smoothing parameter in wavelet-based curve estimation.
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Organisation Website: http://www.bham.ac.uk