General empirical Bayes wavelet methods and exactly adaptive minimax estimation

DOI10.1214/009053604000000995zbMath1064.62009arXivmath/0504501OpenAlexW3103841646MaRDI QIDQ1781152

Cun-Hui Zhang

Publication date: 23 June 2005

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0504501

zbMATH Keywords

white noisethreshold estimate

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Empirical decision procedures; empirical Bayes procedures (62C12) Statistical aspects of information-theoretic topics (62B10)

Related Items (23)

Bayes procedures for adaptive inference in inverse problems for the white noise model ⋮ Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences ⋮ Estimation of the density of regression errors ⋮ Minimax and adaptive inference in nonparametric function estimation ⋮ Sharp adaptive estimation by a blockwise method ⋮ General maximum likelihood empirical Bayes estimation of normal means ⋮ Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means ⋮ Sharp minimax distribution estimation for current status censoring with or without missing ⋮ A nonparametric empirical Bayes approach to adaptive minimax estimation ⋮ On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means ⋮ Needles and straw in a haystack: posterior concentration for possibly sparse sequences ⋮ A guided random walk through some high dimensional problems ⋮ A lower-bound oracle inequality for a blockwise-shrinkage estimate ⋮ Empirical Bayes scaling of Gaussian priors in the white noise model ⋮ Adaptive estimation of and oracle inequalities for probability densities and characteristic functions ⋮ Robust nonparametric estimation via wavelet median regression ⋮ On information pooling, adaptability and superefficiency in nonparametric function estimation ⋮ Optimal nonparametric estimation of the density of regression errors with finite support ⋮ Wavelet estimation by Bayesian thresholding and model selection ⋮ Aggregated wavelet estimation and its application to ultra-fast fMRI ⋮ Asymptotic equivalence and adaptive estimation for robust nonparametric regression ⋮ Empirical Bayes selection of wavelet thresholds ⋮ Adaptive estimation over anisotropic functional classes via oracle approach

Uses Software

• ElemStatLearn
• EBayesThresh

Cites Work

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