The asymptotic behavior of the optimal threshold minimizing the probability-of-error criterion

DOI10.1007/S10958-018-4048-XMaRDI QIDQ2313809zbMATH OpenOpenAlexFDO

Authors O. V. Shestakov, Andrey A. Kudryavtsev

Publication date 23 July 2019

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-018-4048-x

zbMATH Keywords

minimizing the probability-of-error criterionoptimal thresholdsignal functionwavelet

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Density estimation (62G07) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Asymptotic behavior of the threshold minimizing the average probability of error in calculation of wavelet coefficients
• Asymptotic normality of adaptive wavelet thresholding risk estimation
• Consistency of risk estimation with thresholding of wavelet coefficients
• scientific article; zbMATH DE number 1465030 (Why is no real title available?)
• Minimax estimation via wavelet shrinkage
• Noise reduction by wavelet thresholding

Cited in

(9)

• Estimation of the average error probability for calculating wavelet coefficients in the hybrid thresholding method
• Averaged probability of the error in calculating wavelet coefficients for the random sample size
• Asymptotic behavior of the loss function in the multiplicative scaling of the wavelet coefficients of a signal function
• Optimal third root asymptotic bounds in the statistical estimation of thresholds
• Asymptotic behavior of the threshold minimizing the average probability of error in calculation of wavelet coefficients
• scientific article; zbMATH DE number 1975199 (Why is no real title available?)
• Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions
• scientific article; zbMATH DE number 7055964 (Why is no real title available?)
• Threshold Selection in Feature Screening for Error Rate Control

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