Semiparametric Wavelet-based JPEG IV Estimator for endogenously truncated data

6 Aug 2019Nir BillfeldMoshe Kim

A new and an enriched JPEG algorithm is provided for identifying redundancies in a sequence of irregular noisy data points which also accommodates a reference-free criterion function. Our main contribution is by formulating analytically (instead of approximating) the inverse of the transpose of JPEGwavelet transform without involving matrices which are computationally cumbersome... (read more)

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