Thresholding for weighted ^2

zbMATH Open0978.62047MaRDI QIDQ2746491FDOQ2746491

Authors: Iain M. Johnstone 

Publication date: 4 February 2002

Published in: Statistica Sinica (Search for Journal in Brave)

Recommendations

• Chi-square oracle inequalities
• Minimax mean-square thresholding risk in models with non-Gaussian noise distribution
• Sharp adaptive estimation of quadratic functionals
• Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions
• Density estimation by wavelet thresholding

zbMATH Keywords

adaptive estimationquadratic functionalsnoncentral chi-squareintegrated squared derivativesmean-square error boundsspherical Gaussian distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cited In (6)

• Sparse PCA: optimal rates and adaptive estimation
• On adaptive wavelet estimation of a quadratic functional from a deconvolution problem
• Detecting strong signals in gene perturbation experiments: an adaptive approach with power guarantee and FDR control
• Refined normal approximations for the central and noncentral chi-square distributions and some applications
• Chi-square oracle inequalities
• Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems

This page was built for publication: Thresholding for weighted \(\chi^2\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2746491)