Multiscale likelihood analysis and complexity penalized estimation.

DOI10.1214/009053604000000076zbMath1048.62036arXivmath/0406424OpenAlexW3098824294MaRDI QIDQ1879941

Robert D. Nowak, Eric D. Kolaczyk

Publication date: 15 September 2004

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

Full work available at URL: https://arxiv.org/abs/math/0406424

zbMATH Keywords

minimaxmodel selectionHellinger distancefactorizationmultiresolutionKullback-Leibler divergencerecursive partitioningHaar basesthresholding estimators

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Probability distributions: general theory (60E05)

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