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NEWLINE\\]NEWLINE The authors consider the following non-linear threshold estimator of the function \\(\\mu\\): NEWLINE\\[NEWLINE \\hat \\mu (u) = \\sum_{k=0}^{2j_0 -1} \\hat \\alpha_k \\phi_{j_0 k}(u) + \\sum_{j=j_0}^{J-1} \\sum_{k=0}^{2^j -1} \\tilde\\beta_{jk} \\psi_{jk}(u), NEWLINE\\]NEWLINE where \\(\\phi_{j_0 k}(u)\\), \\(\\psi_{jk}(u)\\) is a wavelet basis, \\(J = \\log_2(T)\\), \\(\\tilde\\beta_{jk} = \\delta^{(\\cdot)}( \\hat\\beta_{jk}, \\lambda_{jk})\\), NEWLINE\\[NEWLINE\\delta^{(h)}(\\hat\\beta_{jk}, \\lambda_{jk}) = \\beta_{jk} I(|\\hat\\beta_{jk}|\\geq \\lambda_{jk}),\\;\\delta^{(s)}(\\hat\\beta_{jk}, \\lambda_{jk})={\\text sgn}(\\hat\\beta_{jk}) (|\\hat\\beta_{jk}|- \\lambda_{jk})_+,NEWLINE\\]NEWLINE NEWLINE\\[NEWLINE\\hat\\alpha_k =T^{-1} \\sum_t X_{t,T} \\phi_{j_0 k}(t/T),\\;\\hat\\beta_{jk} =T^{-1} \\sum_t X_{t,T} \\psi_{j k}(t/T).NEWLINE\\]NEWLINE The authors derive asymptotic formulas for the bias and variance of the empirical wavelet coefficients and establish an \\(a^n\\) upper bound for the uniform \\(L_2\\)-risk of the wavelet threshold estimator over a certain smoothness class \\(F.\\) For example, the authors prove that NEWLINE\\[NEWLINE\\sup_{\\mu \\in F}\\bigl\\{ E\\|\\hat\\mu - \\mu\\|_{L_2}^2 \\bigr\\} = O((\\log(T)/T)2m/(2m+1)).NEWLINE\\]NEWLINE The method is illustrated by a simulated example and by a biostatistical dataset. 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