Thresholding for weighted ^2

MaRDI QIDQ2746491zbMATH OpenFDO

Authors Iain M. Johnstone

Publication date 4 February 2002

Published in Statistica Sinica (Search for Journal in Brave)

zbMATH Keywords

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

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cited in

(6)

• Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems
• 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

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