Asymptotic normality of adaptive wavelet thresholding risk estimation
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Publication:1761079
DOI10.1134/S1064562412040370zbMath1279.42045OpenAlexW2003212752MaRDI QIDQ1761079
Publication date: 15 November 2012
Published in: Doklady Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1064562412040370
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Related Items (13)
On the strong consistency of the adaptive risk estimator for wavelet thresholding ⋮ Asymptotic behavior of the loss function in the multiplicative scaling of the wavelet coefficients of a signal function ⋮ Asymptotic behavior of the threshold minimizing the average probability of error in calculation of wavelet coefficients ⋮ Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise ⋮ Strong consistency of the risk estimator in multiple hypothesis testing with the FDR threshold ⋮ Minimax mean-square thresholding risk in models with non-Gaussian noise distribution ⋮ Stabilized hard thresholding for an unknown noise level ⋮ Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions ⋮ Asymptotic normality of estimating risk upon the wavelet-vaguelette decomposition of a signal function in a model with correlated noise ⋮ Nonlinear regularization of inverse problems for linear homogeneous transforms by stabilized hard thresholding ⋮ The asymptotic behavior of the optimal threshold minimizing the probability-of-error criterion ⋮ Estimation of the loss function when using wavelet-vaguelette decomposition for solving ill-posed problems ⋮ Limit distribution of a risk estimate using the vaguelette-wavelet decomposition of signals in a model with correlated noise
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