A data-driven block thresholding approach to wavelet estimation
نویسندگان
چکیده
منابع مشابه
A Data-Driven Block Thresholding Approach to Wavelet Estimation
A data-driven block thresholding procedure for wavelet regression is proposed and its theoretical and numerical properties are investigated. The procedure empirically chooses the block size and threshold level at each resolution level by minimizing Stein’s unbiased risk estimate. The estimator is sharp adaptive over a class of Besov bodies and achieves simultaneously within a small constant fac...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2009
ISSN: 0090-5364
DOI: 10.1214/07-aos538