Model selection and sharp asymptotic minimaxity

wavelets model selection multiple comparisons FDR smoothing parameter selection thresholding minimax estimation wavelet denoising sharp asymptotic minimaxity

Mathematics Subject Classification ID

Nonparametric inference (62Gxx)

Cites Work

Ideal spatial adaptation by wavelet shrinkage
Title not available (Why is that?)
A new look at the statistical model identification
Adapting to Unknown Smoothness via Wavelet Shrinkage
Title not available (Why is that?)
Adapting to unknown sparsity by controlling the false discovery rate
Gaussian model selection
Risk bounds for model selection via penalization
Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
The risk inflation criterion for multiple regression
Calibration and empirical Bayes variable selection
Title not available (Why is that?)
Title not available (Why is that?)
Asymptotic equivalence of nonparametric regression and white noise
Asymptotic equivalence of density estimation and Gaussian white noise
Minimal penalties for Gaussian model selection
Minimax estimation via wavelet shrinkage
Order Statistics
Asymptotic equivalence of spectral density estimation and Gaussian white noise
Nonparametric regression in exponential families
The Covariance Inflation Criterion for Adaptive Model Selection
Local asymptotic coding and the minimum description length
Title not available (Why is that?)
Robbins, empirical Bayes and microarrays
On optimality of Bayesian testimation in the normal means problem
Central limit theorems for sums of extreme values
A simple forward selection procedure based on false discovery rate control
Asymptotic equivalence and adaptive estimation for robust nonparametric regression
Memory-universal prediction of stationary random processes
Robust nonparametric estimation via wavelet median regression

Cited In (9)

SLOPE-adaptive variable selection via convex optimization
Optimal false discovery control of minimax estimators
Model Selection and Shrinkage: An Overview
SLOPE is adaptive to unknown sparsity and asymptotically minimax
Near-ideal model selection by \(\ell _{1}\) minimization
Title not available (Why is that?)
Penalized maximum likelihood estimation and effective dimension
Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding
Title not available (Why is that?)

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