Density estimation by wavelet thresholding

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DOI10.1214/aos/1032894451zbMath0860.62032OpenAlexW2046031028WikidataQ101012396 ScholiaQ101012396MaRDI QIDQ1816600

David L. Donoho, Dominique Picard, Iain M. Johnstone, Gérard Kerkyacharian

Publication date: 1996

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

Full work available at URL: https://doi.org/10.1214/aos/1032894451

zbMATH Keywords

nonlinearity Besov spaces density estimation adaptive estimation optimal rates of convergence minimax rates of convergence spatial adaptation quadratic error Mallows metric minimax linear estimators wavelet orthonormal bases Besov function classes Gaussian white-noise model thresholding of empirical wavelet coefficients wavelet threshold estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

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