General empirical Bayes wavelet methods and exactly adaptive minimax estimation (Q1781152)

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English	General empirical Bayes wavelet methods and exactly adaptive minimax estimation	scientific article

Statements

scholarly article

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General empirical Bayes wavelet methods and exactly adaptive minimax estimation (English)

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The Annals of Statistics

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publication date

23 June 2005

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full work available at URL

https://arxiv.org/abs/math/0504501

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zbMATH Keywords

threshold estimate

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white noise

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Adapting to unknown sparsity by controlling the false discovery rate

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Risk bounds for model selection via penalization

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Statistical decision theory and Bayesian analysis. 2nd ed

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Asymptotic equivalence theory for nonparametric regression with random design

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Asymptotic equivalence of nonparametric regression and white noise

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Superefficiency in nonparametric function estimation

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Adaptive wavelet estimation: A block thresholding and oracle inequality approach

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On information pooling, adaptability and superefficiency in nonparametric function estimation

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Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation

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Sharp adaptation for inverse problems with random noise

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Ten Lectures on Wavelets

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Ideal spatial adaptation by wavelet shrinkage

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Minimax risk over \(l_ p\)-balls for \(l_ q\)-error

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Adapting to Unknown Smoothness via Wavelet Shrinkage

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Minimax estimation via wavelet shrinkage

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Density estimation by wavelet thresholding

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Interpolation through an iterative scheme

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Nonparametric Estimation of a Density of Unknown Smoothness

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Nonparametric curve estimation. Methods, theory, and applications

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Self-tuning algorithm for minimax nonparametric estimation of spectral density

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Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

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The risk inflation criterion for multiple regression

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Universal codes for finite sequences of integers drawn from a monotone distribution

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Multivariate adaptive regression splines

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Flexible Parsimonious Smoothing and Additive Modeling

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Nonparametric estimation of smooth probability densities in \(L_ 2\)

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Asymptotic equivalence for nonparametric generalized linear models

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Block threshold rules for curve estimation using kernel and wavelet methods

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Formulae for mean integrated squared error of nonlinear wavelet-based density estimators

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Wavelets, approximation, and statistical applications

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The elements of statistical learning. Data mining, inference, and prediction

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Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences

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Empirical Bayes selection of wavelet thresholds

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Wavelet estimators: Adapting to unknown smoothness

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Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors

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Parametric Empirical Bayes Inference: Theory and Applications

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Asymptotic equivalence of density estimation and Gaussian white noise

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Some thoughts on empirical Bayes estimation

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Estimation of the mean of a multivariate normal distribution

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The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)

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Fourier methods for estimating mixing densities and distributions

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Identifiers

zbMATH Open document ID

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10.1214/009053604000000995

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1781152

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