Modern statistical estimation via oracle inequalities
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Publication:3430640
DOI10.1017/S0962492906230010zbMath1141.62001OpenAlexW2032013306MaRDI QIDQ3430640
Publication date: 23 March 2007
Published in: Acta Numerica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0962492906230010
model selectionwavelet shrinkageadaptive estimationshrinkage estimatorsWiener filterthresholding rules
Inference from stochastic processes and prediction (62M20) Inequalities; stochastic orderings (60E15) Foundations and philosophical topics in statistics (62A01) Inference from stochastic processes (62M99) Statistical decision theory (62C99) Difference equations (39A99)
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