Back in my master years, I took a nonparametric statistics class. In this class, a few nonparametric methods were presented, but I remember spending a lot of times on methods based on wavelet decomposition. It was mostly presented as the champion of nonparametric tools. A few years later, attending to some conferences and discussing with peoples, it seems that these methods aren't as popular as i though, more specifically for young statisticians/mathematicians/engineers. This also seems (at least around where I am) to slowly disappear from nonparametric statistics classes. This also seems a far less active research field than in the 90s and early 00s.
I am absolutely not a specialist of the subject, but I am curious why this is not as popular as it used to be ? And also what kind of methods are now preferred (and why) ?
(but maybe it is just a me-thing)
