Minimax mean-square thresholding risk in models with non-Gaussian noise distribution

DOI10.3103/S0278641917040070zbMath1383.65161OpenAlexW2769423371MaRDI QIDQ1703294

O. V. Shestakov

Publication date: 2 March 2018

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s0278641917040070

zbMATH Keywords

waveletsthresholdingsignal functionmean-square risk

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical methods for wavelets (65T60)

Cites Work

• Unnamed Item
• Asymptotic behavior of the threshold minimizing the average probability of error in calculation of wavelet coefficients
• Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions
• Consistency of risk estimation with thresholding of wavelet coefficients
• Asymptotic normality of adaptive wavelet thresholding risk estimation
• Minimax estimation via wavelet shrinkage
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Noise reduction by wavelet thresholding

This page was built for publication: Minimax mean-square thresholding risk in models with non-Gaussian noise distribution