Oracle inequalities and nonparametric function estimation

zbMath0920.62045MaRDI QIDQ1126819

Iain M. Johnstone

Publication date: 5 August 1998

Published in: Documenta Mathematica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/232683

zbMATH Keywords

unconditional basiswavelet shrinkagethresholdingadaptive estimationminimax estimationcomplexity penaltyJames Stein estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20)

Related Items (3)

Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder) ⋮ Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities ⋮ The curse of dimensionality in inverse problems

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