On minimaxity of block thresholded wavelets under elliptical symmetry

DOI10.1016/J.JSPI.2010.11.011zbMath1204.62063OpenAlexW2011893033MaRDI QIDQ622448

Sumit K. Garg

Publication date: 31 January 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.11.011

zbMATH Keywords

elliptically contoured distributionrates of convergenceblock thresholdedinverse-Laplace transformminimax estimation splinesnonlinear wavelet-based estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items (3)

The adaptivity of thresholding wavelet estimators in heteroscedastic nonparametric model with negatively super-additive dependent errors ⋮ Pointwise wavelet change-points estimation for dependent biased sample ⋮ Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal

Cites Work

• Wavelets on the interval and fast wavelet transforms
• Wavelets, approximation, and statistical applications
• Minimax estimation via wavelet shrinkage
• Density estimation by wavelet thresholding
• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
• On the minimax optimality of block thresholded wavelet estimators with long memory data
• A survey of robust statistics
• Ten Lectures on Wavelets
• Estimation and decision for linear systems with elliptical random processes
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