Abstract
We introduce a new method for locally adaptive histogram construction that doesn’t resort to a standard distribution and is easy to implement: the multiresolution histogram. It is based on aL 2 analysis of the mean integrated squared error with Haar wavelets and hence can be associated with a multiresolution analysis of the sample space.
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Engel, J. The multiresolution histogram. Metrika 46, 41–57 (1997). https://doi.org/10.1007/BF02717165
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DOI: https://doi.org/10.1007/BF02717165