On the strong consistency of the adaptive risk estimator for wavelet thresholding

DOI10.1007/S10958-016-2761-XMaRDI QIDQ267633zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Numerical methods for wavelets (65T60)

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

Cites work

• scientific article; zbMATH DE number 1465030 (Why is no real title available?)
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Asymptotic normality of adaptive wavelet thresholding risk estimation
• Consistency of risk estimation with thresholding of wavelet coefficients
• Ideal spatial adaptation by wavelet shrinkage
• Probability Inequalities for Sums of Bounded Random Variables

Cited in

(6)

• Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise
• Nonlinear regularization of inverse problems for linear homogeneous transforms by stabilized hard thresholding
• Consistency of risk estimation with thresholding of wavelet coefficients
• The adaptivity of thresholding wavelet estimators in heteroscedastic nonparametric model with negatively super-additive dependent errors
• Strong consistency of the risk estimator in multiple hypothesis testing with the FDR threshold
• Limit theorems for risk estimate in models with non-Gaussian noise

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