Consistency of risk estimation with thresholding of wavelet coefficients

DOI10.3103/S0278641910010048MaRDI QIDQ1759068zbMATH OpenFDO

Authors A. V. Markin, O. V. Shestakov

Publication date 20 November 2012

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/S0278641910010048

zbMATH Keywords

risk estimatethresholdingwavelets

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Credit risk (91G40)

Recommendations

• Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise
• Asymptotic normality of adaptive wavelet thresholding risk estimation
• On the strong consistency of the adaptive risk estimator for wavelet thresholding
• Asymptotic normality of estimating risk upon the wavelet-vaguelette decomposition of a signal function in a model with correlated noise
• Limit distribution of a risk estimate using the vaguelette-wavelet decomposition of signals in a model with correlated noise
• Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal
• Wavelet estimation of copula density via thresholding methods under censoring
• Wavelet estimation via block thresholding: a minimax study under the L^p risk
• Wavelet optimal estimations for a two-dimensional continuous-discrete density function over \(L^p\) risk

Cites work

• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Estimation of the mean of a multivariate normal distribution
• scientific article; zbMATH DE number 52869 (Why is no real title available?)
• Ideal spatial adaptation by wavelet shrinkage
• Order Statistics

Cited in

(14)

• Minimax mean-square thresholding risk in models with non-Gaussian noise distribution
• Asymptotic normality of adaptive wavelet thresholding risk estimation
• Asymptotic normality of estimating risk upon the wavelet-vaguelette decomposition of a signal function in a model with correlated noise
• Nonlinear regularization of inverse problems for linear homogeneous transforms by stabilized hard thresholding
• The asymptotic behavior of the optimal threshold minimizing the probability-of-error criterion
• Estimation of the loss function when using wavelet-vaguelette decomposition for solving ill-posed problems
• Limit distribution of a risk estimate using the vaguelette-wavelet decomposition of signals in a model with correlated noise
• Asymptotic behavior of the loss function in the multiplicative scaling of the wavelet coefficients of a signal function
• Strong consistency of the risk estimator in multiple hypothesis testing with the FDR threshold
• On the strong consistency of the adaptive risk estimator for wavelet thresholding
• Asymptotic behavior of the threshold minimizing the average probability of error in calculation of wavelet coefficients
• Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise
• Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions
• Stabilized hard thresholding for an unknown noise level

This page was built for publication: Consistency of risk estimation with thresholding of wavelet coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1759068)