منابع مشابه
Minimax Estimation via Wavelet Shrinkage
We attempt to recover an unknown function from noisy, sampled data. Using orthonormal bases of compactly supported wavelets we develop a nonlinear method which works in the wavelet domain by simple nonlinear shrinkage of the empirical wavelet coe cients. The shrinkage can be tuned to be nearly minimax over any member of a wide range of Triebeland Besov-type smoothness constraints, and asymptoti...
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Wavelet shrinkage methods have been very successful in nonparametric regression. The most commonly used wavelet procedures achieve adaptivity through term-by-term thresholding. The resulting estimators attain the minimax rates of convergence up to a logarithmic factor. In the present paper, we propose a block thresholding method where wavelet coef-cients are thresholded in blocks, rather than i...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1998
ISSN: 0090-5364
DOI: 10.1214/aos/1024691081