Minimax regret analysis of orthogonal series regression estimation: selection versus shrinkage

DOI10.1093/biomet/85.3.631zbMath0918.62034OpenAlexW2099893062MaRDI QIDQ4216693

Bernd Droge

Publication date: 3 November 1998

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/85.3.631

zbMATH Keywords

waveletnonparametric regressionnonlinear estimationhard and soft thresholdingorthogonal series estimationminimax regret decision theory

Mathematics Subject Classification ID

Density estimation (62G07) Minimax procedures in statistical decision theory (62C20)

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