Pages that link to "Item:Q1703294"
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The following pages link to Minimax mean-square thresholding risk in models with non-Gaussian noise distribution (Q1703294):
Displaying 10 items.
- On the strong consistency of the adaptive risk estimator for wavelet thresholding (Q267633) (← links)
- Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions (Q521399) (← links)
- Stabilized hard thresholding for an unknown noise level (Q682217) (← links)
- Detection threshold for non-parametric estimation (Q954143) (← links)
- Limit theorems for risk estimate in models with non-Gaussian noise (Q1789216) (← links)
- Excess-risk consistency of group-hard thresholding estimator in robust estimation of Gaussian mean (Q2208713) (← links)
- The asymptotic behavior of the optimal threshold minimizing the probability-of-error criterion (Q2313809) (← links)
- Estimation of the loss function when using wavelet-vaguelette decomposition for solving ill-posed problems (Q2314457) (← links)
- Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean (Q2489793) (← links)
- Thresholding for weighted \(\chi^2\) (Q2746491) (← links)
