Density estimation by wavelet thresholding

DOI10.1214/AOS/1032894451zbMath0860.62032OpenAlexW2046031028WikidataQ101012396 ScholiaQ101012396MaRDI QIDQ1816600

David L. Donoho, Dominique Picard, Iain M. Johnstone, Gérard Kerkyacharian

Publication date: 1996

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

Full work available at URL: https://doi.org/10.1214/aos/1032894451

zbMATH Keywords

nonlinearityBesov spacesdensity estimationadaptive estimationoptimal rates of convergenceminimax rates of convergencespatial adaptationquadratic errorMallows metricminimax linear estimatorswavelet orthonormal basesBesov function classesGaussian white-noise modelthresholding of empirical wavelet coefficientswavelet threshold estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

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