Minimax mean-square thresholding risk in models with non-Gaussian noise distribution

Abstract The problem of nonparametric estimation of a signal function from noisy observations by thresholding its wavelet coefficients is considered. The orders of mean-square risk and asymptotically optimal thresholds under general assumptions on the noise distribution are calculated.

Gespeichert in:
Autor*in:

Shestakov, O. V. [verfasserIn]

Format:

E-Artikel

Sprache:

Englisch

Erschienen:

2017

Schlagwörter:

wavelets

thresholding

mean-square risk

Übergeordnetes Werk:

Enthalten in: Computational mathematics and cybernetics - New York, NY : Allerton Press, 2007, 41(2017), 4 vom: Okt., Seite 187-192

Übergeordnetes Werk:

volume:41 ; year:2017 ; number:4 ; month:10 ; pages:187-192

Links:

Volltext

DOI / URN:

10.3103/S0278641917040070

Katalog-ID:

SPR023285281

Nicht das Richtige dabei?

Schreiben Sie uns!