Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions

DOI10.1134/S1064562416060028zbMath1362.62081MaRDI QIDQ521399

O. V. Shestakov, Andrey A. Kudryavtsev

Publication date: 11 April 2017

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

nonparametric estimationnon-Gaussian noise distributionsoptimal wavelet thresholdingsignal function

Mathematics Subject Classification ID

Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items (4)

Optimizing storage parameters for consumers in the electricity market ⋮ Minimax mean-square thresholding risk in models with non-Gaussian noise distribution ⋮ Estimation of the loss function when using wavelet-vaguelette decomposition for solving ill-posed problems ⋮ Averaged probability of the error in calculating wavelet coefficients for the random sample size

Cites Work

• Asymptotic behavior of the threshold minimizing the average probability of error in calculation of wavelet coefficients
• 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
• Unnamed Item

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