Block‐threshold‐adapted Estimators via a Maxiset Approach

DOI10.1111/sjos.12012zbMath1349.62093OpenAlexW1932242022MaRDI QIDQ5413955

Jean-Marc Freyermuth, Florent Autin, Rainer von Sachs

Publication date: 2 May 2014

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/ISBADP2011-17_Block-Threshold-Adapted_Estimators_via_a_maxiset_approach.pdf

zbMATH Keywords

rate of convergenceBesov spacescurve estimationthresholding methodswavelet-based estimationminimax and maxiset approaches

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

Related Items (4)

Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes ⋮ Asymptotic performance of projection estimators in standard and hyperbolic wavelet bases ⋮ Discussion: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously ⋮ Combining thresholding rules: a new way to improve the performance of wavelet estimators

Cites Work

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• Combining thresholding rules: a new way to improve the performance of wavelet estimators
• Ten Lectures on Wavelets
• Ideal spatial adaptation by wavelet shrinkage
• Maximal spaces with given rate of convergence for thresholding algorithms

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