Sharp adaptive estimation by a blockwise method
adaptive estimationBesov spaceempirical BayesFourier seriesminimaxnonparametric regressionSobolev spacewaveletswhite noise
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Empirical decision procedures; empirical Bayes procedures (62C12) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99) Monte Carlo methods (65C05)
- Sharp linear and block shrinkage wavelet estimation.
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach
- scientific article; zbMATH DE number 1271133
- A data-driven block thresholding approach to wavelet estimation
- Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach
- Asymptotic equivalence of density estimation and Gaussian white noise
- Asymptotic equivalence of nonparametric regression and white noise
- Asymptotic equivalence theory for nonparametric regression with random design
- Can adaptive estimators for Fourier series be of interest to wavelets?
- General empirical Bayes wavelet methods and exactly adaptive minimax estimation
- Geometrizing rates of convergence. III
- Ideal spatial adaptation by wavelet shrinkage
- Minimax estimation via wavelet shrinkage
- Minimax risk over hyperrectangles, and implications
- Nonparametric Estimation of a Density of Unknown Smoothness
- Optimal prediction for linear regression with infinitely many parameters.
- Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
- Simultaneous sharp estimation of functions and their derivatives
- Statistical properties of the method of regularization with periodic Gaussian reproducing kernel
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
- Can adaptive estimators for Fourier series be of interest to wavelets?
- Sharp linear and block shrinkage wavelet estimation.
- Analysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal setting
- Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation
- Empirical Bayes scaling of Gaussian priors in the white noise model
- Regression discontinuity designs, white noise models, and minimax
- On sharp nonparametric estimation of differentiable functions
- On information pooling, adaptability and superefficiency in nonparametric function estimation
- Minimax and adaptive inference in nonparametric function estimation
- A nonparametric empirical Bayes approach to adaptive minimax estimation
- Smooth blockwise iterative thresholding: a smooth fixed point estimator based on the likelihood's block gradient
- A Study of Blockwise Wavelet Estimates Via Lower Bounds for a Spike Function
- Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates
- Trade-offs between global and local risks in nonparametric function estimation
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