On the strong consistency of the adaptive risk estimator for wavelet thresholding
DOI10.1007/S10958-016-2761-XzbMATH Open1383.62145OpenAlexW2302508739MaRDI QIDQ267633FDOQ267633
Authors: O. V. Shestakov 
Publication date: 11 April 2016
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-016-2761-x
Recommendations
- Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise
- Consistency of risk estimation with thresholding of wavelet coefficients
- Limit theorems for risk estimate in models with non-Gaussian noise
- Asymptotic normality of adaptive wavelet thresholding risk estimation
- Minimax mean-square thresholding risk in models with non-Gaussian noise distribution
Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Numerical methods for wavelets (65T60)
Cites Work
- Ideal spatial adaptation by wavelet shrinkage
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Title not available (Why is that?)
- Probability Inequalities for Sums of Bounded Random Variables
- Consistency of risk estimation with thresholding of wavelet coefficients
- Asymptotic normality of adaptive wavelet thresholding risk estimation
Cited In (6)
- The adaptivity of thresholding wavelet estimators in heteroscedastic nonparametric model with negatively super-additive dependent errors
- Consistency of risk estimation with thresholding of wavelet coefficients
- Limit theorems for risk estimate in models with non-Gaussian noise
- Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise
- Strong consistency of the risk estimator in multiple hypothesis testing with the FDR threshold
- Nonlinear regularization of inverse problems for linear homogeneous transforms by stabilized hard thresholding
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