Sharp linear and block shrinkage wavelet estimation

Statistics and Probability Letters

Volumn 49, Issue 4, 2000, Pages 323-329

  Efromovich, Sam ^a  

^a UNIVERSITY OF NEW MEXICO   (United States)

Author keywords

62G07; 62G20; Adaptation; Asymptotic; Exact constant; Mean integrated squared error; Nonparametric estimation; Numerical study

Indexed keywords

EID: 0012738671     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(00)00064-X     Document Type: Article

References (11)

1. Cay, T.T., 1999. Adaptive wavelet estimation: a block thresholding and oracle inequality approach. Ann. Statist. 27, to be published.
2. Donoho D.L., Johnstone I.M. Adapting to unknown smoothness via Wavelet shrinkage. Journal of American Statistical Association. 90:1995;1200-1224.
3. Donoho D.L., Johnstone I.M. Minimax estimation via wavelet shrinkage. Ann. Statist. 26:1998;879-921.
4. Efromovich S., Pinsker M. Learning algorithm for nonparametric filtering. Automat. Remote Control. 23:1984;1434-1440.
5. Efromovich S. Quasi-linear wavelet estimation. Journal of American Statistical Association. 94:1999;189-204.
6. Efromovich, S., 2000. Can adaptive estimators for Fourier series be of interest to wavelets? Bernoulli, to appear.
7. Hall P., Kerkyacharian G., Picard D. Block threshold rules for curve estimation using kernel and wavelet methods. Ann. Statist. 26:1998;922-943.
8. Härdle, W., Kerkyacharian, G., Picard, D., Tsybakov, A., 1998. Wavelets, Approximation, and Statistical Applications. Springer, London (Chapter 10).
9. Pinsker M. Optimal filtering a square integrable signals in Gaussian white noise. Problems Inform. Transm. 16:1980;120-133.
10. Ogden T. Essential Wavelets for Statistical Applications and Data Analysis. 1997;Birkhäuser, London.
11. Vidacovic B. Statistical Modeling by Wavelets. 1999;Wiley, New York.