Supersmooth density estimations over L^p risk by wavelets
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Cites work
- Adaptive wavelet estimator for nonparametric density deconvolution
- Anisotropic adaptive kernel deconvolution
- Approximation methods for supervised learning
- Asymptotic theory of nonparametric regression estimates with censored data
- Communication by Energy Modulation: The Additive Exponential Noise Channel
- Consistency analysis of an empirical minimum error entropy algorithm
- Deconvolution of supersmooth densities with smooth noise
- Deconvolution problems in nonparametric statistics
- Estimations of directional Hölder regularity by shearlets
- Global uniform risk bounds for wavelet deconvolution estimators
- scientific article; zbMATH DE number 1150136 (Why is no real title available?)
- Inequalities in Fourier analysis
- Interpolation of Morrey-Campanato and related smoothness spaces
- Introduction to nonparametric estimation
- Lower bounds in the convolution structure density model
- Nonlinear wavelet estimation of regression function with random design
- Nonparametric curve estimation. Methods, theory, and applications
- On the optimal rates of convergence for nonparametric deconvolution problems
- Penalized contrast estimator for adaptive density deconvolution
- Rates of convergence for nonparametric deconvolution
- Regularization schemes for minimum error entropy principle
- Sharp Optimality in Density Deconvolution with Dominating Bias. I
- Sharp Optimality in Density Deconvolution with Dominating Bias. II
- Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses
- Ten Lectures on Wavelets
- Wavelet deconvolution
- Wavelet Deconvolution in a Periodic Setting
- Wavelet estimations for density derivatives
- Wavelet optimal estimations for a density with some additive noises
- Wavelet optimal estimations for density functions under severely ill-posed noises
- Wavelets, approximation, and statistical applications
Cited in
(4)- Wavelet optimal estimations for density functions under severely ill-posed noises
- Limit distribution of a risk estimate using the vaguelette-wavelet decomposition of signals in a model with correlated noise
- Wavelet estimations for heteroscedastic super smooth errors
- Wavelet optimal estimations for a two-dimensional continuous-discrete density function over \(L^p\) risk
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