NEW! Appeared in May 2007: L. Wasserman's All of Nonparametric Statistics. |
 
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| Essential Wavelets for Data Analysis, by T. Ogden. |
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| Statistical Modeling by Wavelets, by B. Vidakovic. |
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Wavelet Methods for Time Series Analysis, by D. Percival and A. Walden. They now also have a paperback |
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version.