Enviar artigo por via de e-mail Minimax mean-square thresholding risk in models with non-Gaussian noise distribution
- Autores: Shestakov O.V.1,2
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Afiliações:
- Department of Computational Mathematics and Cybernetics
- Institute of Informatics Problems, Federal Research Center for Computer Science and Control
- Edição: Volume 41, Nº 4 (2017)
- Páginas: 187-192
- Seção: Article
- URL: https://journals.rcsi.science/0278-6419/article/view/176208
- DOI: https://doi.org/10.3103/S0278641917040070
- ID: 176208
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Resumo
The problem of nonparametric estimation of a signal function from noisy observations by thresholding its wavelet coefficients is considered. The orders of mean-square risk and asymptotically optimal thresholds under general assumptions on the noise distribution are calculated.
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Sobre autores
O. Shestakov
Department of Computational Mathematics and Cybernetics; Institute of Informatics Problems, Federal Research Center for Computer Science and Control
Autor responsável pela correspondência
Email: oshestakov@cs.msu.su
Rússia, Moscow, 119991; Moscow, 119333
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