Wavelet estimators: Adapting to unknown smoothness

zbMATH Open0871.62039MaRDI QIDQ1361114FDOQ1361114

Anatoli Juditsky

Publication date: 29 September 1997

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

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zbMATH Keywords

rate of convergenceregression estimationwavelet estimatorsadaptive minimax estimationunknown smoothnessadaptive threshold parameterBesov regularity classeswavelet thresholding algorithm

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Probabilistic methods, stochastic differential equations (65C99)

Cited In (19)

• A note on the wavelet oracle
• Convolution power kernels for density estimation
• Mixing strategies for density estimation.
• Nonparametric denoising of signals of unknown local structure. II: Nonparametric function recovery
• Choice of smoothing parameters in wavelet series estimators
• Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities
• Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Adaptive estimation over anisotropic functional classes via oracle approach
• Nonlinear black-box models in system identification: Mathematical foundations
• On minimax density estimation on \(\mathbb R\)
• General empirical Bayes wavelet methods and exactly adaptive minimax estimation
• Wavelet-based estimation with multiple sampling rates
• Analysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal setting
• Smoothness-Adaptive Contextual Bandits
• On adaptive estimation of probability density functions
• Can adaptive estimators for Fourier series be of interest to wavelets?
• Optimal pointwise adaptive methods in nonparametric estimation
• Exact adaptive pointwise estimation on Sobolev classes of densities

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