Wavelet thresholding for nonnecessarily Gaussian noise: functionality
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Rate of convergence, degree of approximation (41A25) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal detection and filtering (aspects of stochastic processes) (60G35) Minimax procedures in statistical decision theory (62C20) Density estimation (62G07) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes (62M99)
Abstract: For signals belonging to balls in smoothness classes and noise with enough moments, the asymptotic behavior of the minimax quadratic risk among soft-threshold estimates is investigated. In turn, these results, combined with a median filtering method, lead to asymptotics for denoising heavy tails via wavelet thresholding. Some further comparisons of wavelet thresholding and of kernel estimators are also briefly discussed.
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- Wavelet thresholding for non-necessarily Gaussian noise: idealism
Cited in
(16)- Wavelet thresholding for non-necessarily Gaussian noise: idealism
- Smoothness estimates for soft-threshold denoising via translation-invariant wavelet transforms
- Minimax mean-square thresholding risk in models with non-Gaussian noise distribution
- Asymptotic normality of adaptive wavelet thresholding risk estimation
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