On the strong consistency of the adaptive risk estimator for wavelet thresholding

DOI10.1007/S10958-016-2761-XzbMath1383.62145OpenAlexW2302508739MaRDI QIDQ267633

O. V. Shestakov

Publication date: 11 April 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-016-2761-x

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Numerical methods for wavelets (65T60)

Related Items (3)

Strong consistency of the risk estimator in multiple hypothesis testing with the FDR threshold ⋮ Limit theorems for risk estimate in models with non-Gaussian noise ⋮ Nonlinear regularization of inverse problems for linear homogeneous transforms by stabilized hard thresholding

Cites Work

• Unnamed Item
• Consistency of risk estimation with thresholding of wavelet coefficients
• Asymptotic normality of adaptive wavelet thresholding risk estimation
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Ideal spatial adaptation by wavelet shrinkage
• Probability Inequalities for Sums of Bounded Random Variables

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