Stein estimation for infinitely divisible laws

DOI10.1051/PS:2006011zbMath1187.62070arXivmath/0412345OpenAlexW2131149148MaRDI QIDQ5429579

Roland Averkamp, Christian Houdré

Publication date: 30 November 2007

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0412345

zbMATH Keywords

waveletsminimaxthresholding

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Density estimation (62G07)

Related Items (2)

Stein estimation of Poisson process intensities ⋮ On Stein's method for multivariate self-decomposable laws

Cites Work

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• Estimation of the mean of a multivariate normal distribution
• Wavelet thresholding for non-necessarily Gaussian noise: idealism
• Wavelet thresholding for nonnecessarily Gaussian noise: functionality
• Adapting to Unknown Smoothness via Wavelet Shrinkage

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