Standard nonparametric Fourier spectral matrix estimation | More flexible spectral matrix estimation | Wavelet-based spectral matrix estimation with pdSpecEst1D() | Nonlinear tree-structured wavelet thresholding | Linear wavelet thresholding | Estimation results | Wavelet-based time-varying spectral matrix estimation with pdSpecEst2D() | Simulate noisy HPD surfaces with rExamples2D() | Nonlinear and linear wavelet thresholding

Introduction | Data depth of HPD matrices with pdDepth() | Rank-based tests for HPD matrices with pdRankTests() | References