Averaged probability of the error in calculating wavelet coefficients for the random sample size

DOI10.1007/s10958-019-04209-wzbMath1428.62053OpenAlexW2917383432MaRDI QIDQ2314461

O. V. Shestakov

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/s10958-019-04209-w

zbMATH Keywords

Gaussian noisewavelet transformwhite noisesignal denoisingrandom sample sizeprobability of error in estimate

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Sampling theory, sample surveys (62D05) Statistics of extreme values; tail inference (62G32) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) White noise theory (60H40)

Cites Work

• Unnamed Item
• Asymptotic behavior of the threshold minimizing the average probability of error in calculation of wavelet coefficients
• Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions
• Minimax estimation via wavelet shrinkage
• Ideal spatial adaptation by wavelet shrinkage
• Noise reduction by wavelet thresholding

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