Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient

DOI10.1080/01621459.2012.664527zbMath1328.62218arXiv1110.1012OpenAlexW1978293868MaRDI QIDQ4916514

Sylvain Sardy

Publication date: 22 April 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.1012

zbMATH Keywords

James-Stein estimatoruniversal thresholdinformation criterionmultivariate time serieswavelet smoothingadaptive lassosparse model selectioniterative block thresholding

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12) Statistical ranking and selection procedures (62F07)

Related Items (1)

Adaptive shrinkage of singular values

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