Wavelet thresholding for nonnecessarily Gaussian noise: functionality
From MaRDI portal
Density estimation (62G07) Inference from stochastic processes (62M99) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Minimax procedures in statistical decision theory (62C20) Rate of convergence, degree of approximation (41A25)
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.
Recommendations
- Wavelet thresholding for non-necessarily Gaussian noise: idealism
- Minimax mean-square thresholding risk in models with non-Gaussian noise distribution
- scientific article; zbMATH DE number 1380553
- Limit theorems for risk estimate in models with non-Gaussian noise
- Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions
Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 46626 (Why is no real title available?)
- scientific article; zbMATH DE number 3637090 (Why is no real title available?)
- scientific article; zbMATH DE number 1271133 (Why is no real title available?)
- scientific article; zbMATH DE number 741240 (Why is no real title available?)
- scientific article; zbMATH DE number 739533 (Why is no real title available?)
- scientific article; zbMATH DE number 1085990 (Why is no real title available?)
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach
- Density estimation by wavelet thresholding
- Function estimation via wavelet shrinkage for long-memory data
- Ideal spatial adaptation by wavelet shrinkage
- Median filtering of random processes
- Minimax estimation via wavelet shrinkage
- Neo-classical minimax problems, thresholding and adaptive function estimation
- Nonlinear Pyramid Transforms Based on Median-Interpolation
- On minimax wavelet estimators
- On the efficiency of wavelet estimators under arbitrary error distributions
- Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
- Some theory of nonlinear smoothers
- Ten Lectures on Wavelets
- Wavelet thresholding for non-necessarily Gaussian noise: idealism
Cited in
(16)- Extreme value analysis of empirical frame coefficients and implications for denoising by soft-thresholding
- Stein estimation for infinitely divisible laws
- scientific article; zbMATH DE number 802867 (Why is no real title available?)
- Wavelet thresholding for non-necessarily Gaussian noise: idealism
- Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions
- Robust nonparametric estimation via wavelet median regression
- Stabilized hard thresholding for an unknown noise level
- Wavelet thresholding for non-(necessarily) Gaussian noise: A preliminary report
- scientific article; zbMATH DE number 1380553 (Why is no real title available?)
- De-noising by soft-thresholding
- Asymptotic normality of adaptive wavelet thresholding risk estimation
- Relaxing the Gaussian assumption in shrinkage and SURE in high dimension
- Ideal denoising within a family of tree-structured wavelet estimators
- Wavelet thresholding for some classes of non–Gaussian noise
- Minimax mean-square thresholding risk in models with non-Gaussian noise distribution
- Smoothness estimates for soft-threshold denoising via translation-invariant wavelet transforms
This page was built for publication: Wavelet thresholding for nonnecessarily Gaussian noise: functionality
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2368850)
