Minimax estimation via wavelet shrinkage

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Publication:1807105

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DOI10.1214/aos/1024691081zbMath0935.62041OpenAlexW2033484654MaRDI QIDQ1807105

Iain M. Johnstone, David L. Donoho

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691081

zbMATH Keywords

Bayes estimation renormalization Hölder nonlinear estimation white noise model Besov Triebel spaces Sobolev white noise approximation orthonormal bases of compactly supported wavelets

Mathematics Subject Classification ID

Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Minimax procedures in statistical decision theory (62C20) Approximation by other special function classes (41A30)

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