Oracle inequalities for Efromovich--Pinsker blockwise estimates

DOI10.1023/B:MCAP.0000026562.80429.48zbMath1045.62020OpenAlexW2004551756MaRDI QIDQ596516

Sam Efromovich

Publication date: 10 August 2004

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:mcap.0000026562.80429.48

zbMATH Keywords

waveletsfilteringasymptoticmean integrated squared erroradaptationnon-Gaussian noiseStein estimator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Censored data models (62N01)

Related Items (5)

Estimation of the density of regression errors ⋮ Adaptive density estimation using the blockwise Stein method ⋮ Nonparametric estimation of the anisotropic probability density of mixed variables ⋮ A lower-bound oracle inequality for a blockwise-shrinkage estimate ⋮ Adaptive estimation of and oracle inequalities for probability densities and characteristic functions

This page was built for publication: Oracle inequalities for Efromovich--Pinsker blockwise estimates