Model selection and sharp asymptotic minimaxity
type: Item
instance of: scholarly article
title: Model selection and sharp asymptotic minimaxity
author: Zheyang Wu
author: Harrison H. Zhou
publication date: 2013-06-19T00:00:00Z
Mathematics Subject Classification ID: 62Gxx
zbMATH DE Number: 6176805
zbMATH Keywords: FDR
zbMATH Keywords: minimax estimation
zbMATH Keywords: model selection
zbMATH Keywords: multiple comparisons
zbMATH Keywords: sharp asymptotic minimaxity
zbMATH Keywords: smoothing parameter selection
zbMATH Keywords: thresholding
zbMATH Keywords: wavelet denoising
zbMATH Keywords: wavelets
MaRDI profile type: Publication
full work available at URL: s00440-012-0424-5
OpenAlex ID: W1983362045
cites work: Adapting to unknown sparsity by controlling the false discovery rate
cites work: On optimality of Bayesian testimation in the normal means problem
cites work: Q4769776
cites work: A new look at the statistical model identification
cites work: Risk bounds for model selection via penalization
cites work: Q4322338
cites work: A simple forward selection procedure based on false discovery rate control
cites work: Gaussian model selection
cites work: Minimal penalties for Gaussian model selection
cites work: Asymptotic equivalence of nonparametric regression and white noise
cites work: Robust nonparametric estimation via wavelet median regression
cites work: Nonparametric regression in exponential families
cites work: Asymptotic equivalence and adaptive estimation for robust nonparametric regression
cites work: Central limit theorems for sums of extreme values
cites work: Q4203244
cites work: Ideal spatial adaptation by wavelet shrinkage
cites work: Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
cites work: Adapting to Unknown Smoothness via Wavelet Shrinkage
cites work: Minimax estimation via wavelet shrinkage
cites work: Order Statistics
cites work: Robbins, empirical Bayes and microarrays
cites work: The risk inflation criterion for multiple regression
cites work: Local asymptotic coding and the minimum description length
cites work: Calibration and empirical Bayes variable selection
cites work: Asymptotic equivalence of spectral density estimation and Gaussian white noise
cites work: Q4284850
cites work: Asymptotic equivalence of density estimation and Gaussian white noise
cites work: The Covariance Inflation Criterion for Adaptive Model Selection
cites work: Memory-universal prediction of stationary random processes
cites work: Q4257269
DOI: 10.1007/S00440-012-0424-5
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 6176805