Model selection and sharp asymptotic minimaxity
نویسندگان
چکیده
منابع مشابه
Asymptotic Minimaxity of Wavelet Estimators with Sampled Data
Donoho and Johnstone (1997) studied a setting where data were obtained in the continuum white noise model and showed that scalar nonlinearities applied to wavelet coefficients gave estimators which were asymptotically minimax over Besov balls. They claimed that this implied similar asymptotic minimaxity results in the sampleddata model. In this paper we carefully develop and fully prove this im...
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ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2012
ISSN: 0178-8051,1432-2064
DOI: 10.1007/s00440-012-0424-5