scientific article; zbMATH DE number 5361942
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Publication:3534833
Authors: Christophe Chesneau 
Publication date: 5 November 2008
Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J18N3/J18N310/J18N310.html
Title of this publication is not available (Why is that?)
waveletsBesov spacesminimax estimationblock thresholding\(L^p\) riskconvolution in Gaussian white noise model
Cited In (20)
- BlockShrink Wavelet Density Estimator in ϕ-Mixing Framework
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
- Multichannel boxcar deconvolution with growing number of channels
- Minimax convergence rates under the \(L^p\)-risk in the functional deconvolution model
- Stein block thresholding for image denoising
- Consistency of risk estimation with thresholding of wavelet coefficients
- Non-negative density estimation via wavelet block thresholding for biased data
- Nonparametric estimation of a quantile density function by wavelet methods
- Wavelet estimation of function derivatives from a multichannel deconvolution model
- Wavelet block thresholding for density estimation in the presence of bias
- On adaptive wavelet estimation of a quadratic functional from a deconvolution problem
- Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise
- Title not available (Why is that?)
- Pointwise wavelet change-points estimation for dependent biased sample
- Block thresholding for wavelet-based estimation of function derivatives from a heteroscedastic multichannel convolution model
- Functional deconvolution in a periodic setting: uniform case
- On convergence rates equivalency and sampling strategies in functional deconvolution models
- Wavelet change-point estimation for the density based on biased sample
- Stein block thresholding for wavelet-based image deconvolution
- Optimal wavelet estimators of the heteroscedastic pointspread effects and Gauss white noises model
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