A note on block-thresholded wavelet estimators with correlated noise

DOI10.1080/03610920902846570MaRDI QIDQ3566557zbMATH OpenOpenAlexFDO

Authors Linyuan Li, Y. Xiao

Publication date 8 June 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920902846570

zbMATH Keywords

block thresholdinglong range dependence dataminimax estimationnonlinear wavelet-based estimatorrates of convergence

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Numerical methods for wavelets (65T60)

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Cites work

• Adapting to Unknown Smoothness via Wavelet Shrinkage
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• Compound decision theory and empirical Bayes methods
• Density estimation by wavelet thresholding
• Function estimation via wavelet shrinkage for long-memory data
• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• Minimax estimation via wavelet shrinkage
• Non-parametric curve estimation by wavelet thresholding with locally stationary errors
• Nonparametric regression with long-range dependence
• On information pooling, adaptability and superefficiency in nonparametric function estimation
• On the minimax optimality of block thresholded wavelet estimators with long memory data
• Ten Lectures on Wavelets
• Theory of function spaces II
• Wavelets on the interval and fast wavelet transforms
• Wavelets, approximation, and statistical applications

Cited in

(3)

• The adaptivity of thresholding wavelet estimators in heteroscedastic nonparametric model with negatively super-additive dependent errors
• On rate-optimal nonparametric wavelet regression with long memory moving average errors
• On the minimax optimality of block thresholded wavelet estimators with long memory data

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