Understanding WaveShrink: variance and bias estimation

DOI10.1093/biomet/83.4.727zbMath0883.62038MaRDI QIDQ4364944

Hongye Gao, Andrew G. Bruce

Publication date: 23 March 1998

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1c5996bed6052307e99a3e85d6120843df841f84

zbMATH Keywords

wavelet transform; confidence interval; nonparametric regression; minimax estimation; threshold selection; function estimation; hard shrinkage; soft shrinkage; WaveShrink estimates

Mathematics Subject Classification ID

62G07: Density estimation

65C99: Probabilistic methods, stochastic differential equations

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