Pages that link to "Item:Q1759068"
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The following pages link to Consistency of risk estimation with thresholding of wavelet coefficients (Q1759068):
Displayed 13 items.
- On the strong consistency of the adaptive risk estimator for wavelet thresholding (Q267633) (← links)
- Asymptotic behavior of the threshold minimizing the average probability of error in calculation of wavelet coefficients (Q334421) (← links)
- Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise (Q344025) (← links)
- Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions (Q521399) (← links)
- Stabilized hard thresholding for an unknown noise level (Q682217) (← links)
- Minimax mean-square thresholding risk in models with non-Gaussian noise distribution (Q1703294) (← links)
- Asymptotic normality of estimating risk upon the wavelet-vaguelette decomposition of a signal function in a model with correlated noise (Q2018650) (← links)
- Nonlinear regularization of inverse problems for linear homogeneous transforms by stabilized hard thresholding (Q2313805) (← links)
- The asymptotic behavior of the optimal threshold minimizing the probability-of-error criterion (Q2313809) (← links)
- Estimation of the loss function when using wavelet-vaguelette decomposition for solving ill-posed problems (Q2314457) (← links)
- Limit distribution of a risk estimate using the vaguelette-wavelet decomposition of signals in a model with correlated noise (Q2356506) (← links)
- Asymptotic behavior of the loss function in the multiplicative scaling of the wavelet coefficients of a signal function (Q2364243) (← links)
- Strong consistency of the risk estimator in multiple hypothesis testing with the FDR threshold (Q2656015) (← links)