Minimax estimation with thresholding and its application to wavelet analysis
DOI10.1214/009053604000000977zbMath1064.62013arXivmath/0504503OpenAlexW3099778281MaRDI QIDQ1781153
J. T. Gene Hwang, Harrison H. Zhou
Publication date: 23 June 2005
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0504503
Ridge regression; shrinkage estimators (Lasso) (62J07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12)
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Cites Work
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