Minimax regret analysis of orthogonal series regression estimation: Selection versus shrinkage

Biometrika

Volumn 85, Issue 3, 1998, Pages 631-643

  Droge, Bernd ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Hard and soft thresholding; Minimax regret decision theory; Nonlinear estimation; Nonparametric regression; Orthogonal series estimation; Wavelet

Indexed keywords

EID: 3142779229     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/85.3.631     Document Type: Article

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