scientific article; zbMATH DE number 1271134

Publication date: 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

fractional Brownian motion rates of convergence wavelet shrinkage long range dependence correlated data oracle inequalities linear inverse problems unbiased risk estimate wavelet thresholding mixing conditions Adaptation wavelet vaguelette decomposition

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items

Degrees of freedom for off-the-grid sparse estimation, Adaptivity and Oracle Inequalities in Linear Statistical Inverse Problems: A (Numerical) Survey, On the minimax optimality of block thresholded wavelet estimators with long memory data, Minimax estimation of linear functionals under squared error loss, Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise, On rate-optimal nonparametric wavelet regression with long memory moving average errors, Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise, Robust estimation in inverse problems via quantile coupling, On asymptotically optimal wavelet estimation of trend functions under long-range dependence, Using wavelet methods to solve noisy Abel-type equations with discontinuous inputs, Minimax signal detection under weak noise assumptions, Kink estimation in stochastic regression with dependent errors and predictors, Risk hull method and regularization by projections of ill-posed inverse problems, Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information, Asymptotic equivalence for regression under fractional noise, Gaussian linear model selection in a dependent context, Multiresolution approximation for volatility processes, Local behavior of sparse analysis regularization: applications to risk estimation, Thresholding algorithms, maxisets and well-concentrated bases, The principle of penalized empirical risk in severely ill-posed problems, Asymptotic normality of estimating risk upon the wavelet-vaguelette decomposition of a signal function in a model with correlated noise, The wavelet identification for jump points of derivative in regression model, Mean integrated squared error of nonlinear wavelet-based estimators with long memory data, Methodology and convergence rates for functional linear regression, Kink estimation with correlated noise, Multiscale density estimation with errors in variables, Stabilized hard thresholding of wavelet-vaguelette decomposition coefficients in reconstructing tomographic images using projections with correlated noise, Dimensionality reduction and greedy learning of convoluted stochastic dynamics, Wavelet change-point estimation for long memory non-parametric random design models, Cramér type moderate deviations for random fields, A data-driven block thresholding approach to wavelet estimation, Estimation of the loss function when using wavelet-vaguelette decomposition for solving ill-posed problems, Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE?, Bootstrap testing for discontinuities under long-range dependence, Wavelet regression in random design with heteroscedastic dependent errors, Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes, Adaptive prediction and estimation in linear regression with infinitely many parameters., Oracle inequalities for inverse problems, Inverse problems with non-compact operators, Empirical Bayes selection of wavelet thresholds, Rate of convergence of the risk estimate distribution to the normal law using FDR multiple hypothesis testing with inverting linear homogeneous operators, On adaptive wavelet estimation of a derivative and other related linear inverse problems, Orthogonal one step greedy procedure for heteroscedastic linear models, Nonparametric methods for inference in the presence of instrumental variables