Asymptotic normality of adaptive wavelet thresholding risk estimation (Q1761079)

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scientific article; zbMATH DE number 6106514
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Asymptotic normality of adaptive wavelet thresholding risk estimation
scientific article; zbMATH DE number 6106514

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    Asymptotic normality of adaptive wavelet thresholding risk estimation (English)
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    15 November 2012
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    Wavelet decomposition of a signal can be used for the denoising of signals/images. The process of using threshold value for discarding/retaining the wavelet coefficients depends upon the problem and the purpose and may involve error/risk. The author studies the asymptotic normality of risk estimation for the one dimensional signals for the adaptive threshold which has been suggested by \textit{D. Donoho} and \textit{I. M. Johnstone} [J. Am. Stat. Assoc. 90, No. 432, 1200--1224 (1995; Zbl 0869.62024)].
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    Wavelet
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    threshold
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    risk estimation
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