On the maxiset comparison between hard and block thresholding methods

Christophe Chesneau

Statistics & Probability Letters, 2008, vol. 78, issue 6, 675-681

Abstract: Autin [2007. Maxisets for [mu]-thresholding rules. Test, to appear, see ] has established the following estimation result: by considering the Gaussian white noise model and the Besov risk , the BlockShrink estimator is better in the maxiset sense than the hard thresholding estimator. In the present paper, we show that this maxiset superiority is strict and can be extended to the risk for numerous sophisticated models (regression with random uniform design, convolution model in Gaussian white noise,...).

Keywords: Minimax; estimation; risk; Besov; spaces; Wavelets; Block; thresholding; Convolution; in; Gaussian; white; noise; model (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (1)

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