Stein estimation for infinitely divisible laws

DOI10.1051/PS:2006011MaRDI QIDQ5429579zbMATH OpenOpenAlexFDO

Authors R. Averkamp, Christian Houdré

Publication date 30 November 2007

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0412345, http://www.numdam.org/item?id=PS_2006__10__269_0, https://eudml.org/doc/245229

zbMATH Keywords

minimaxthresholdingwavelets

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Density estimation (62G07)

Abstract: Unbiased risk estimation, `a la Stein, is studied for infinitely divisible laws with finite second moment.

Cites work

• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Estimation of the mean of a multivariate normal distribution
• scientific article; zbMATH DE number 739533 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• Wavelet thresholding for non-necessarily Gaussian noise: idealism
• Wavelet thresholding for nonnecessarily Gaussian noise: functionality

Cited in

(6)

• A weak law of large numbers for empirical measures via Stein's method
• On Stein's method for multivariate self-decomposable laws
• On Stein's method for multivariate self-decomposable laws with finite first moment
• scientific article; zbMATH DE number 3974045 (Why is no real title available?)
• Stein estimation of Poisson process intensities
• Estimation, prediction and the Stein phenomenon under divergence loss

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