Choice of smoothing parameters in wavelet series estimators. (English) Zbl 1054.62035
Summary: Wavelets have received considerable interest in denoising since D. L. Donoho and I. M. Johnstone [Biometrika 81, 425–455 (1994; Zbl 0815.62019)] introduced wavelet series estimators. The performance of wavelet series estimators depends on two smoothing parameters- a thresholding starting level \(j_0\) and a threshold \(\delta\). We derive a data criterion to choose two smoothing parameters (\(j_0\) and \(\delta\)) simultaneously in wavelet series estimators.
MSC:
| 62G07 | Density estimation |
| 62G05 | Nonparametric estimation |
| 42C40 | Nontrigonometric harmonic analysis involving wavelets and other special systems |
| 65T60 | Numerical methods for wavelets |
| 65C60 | Computational problems in statistics (MSC2010) |
Citations:
Zbl 0815.62019References:
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This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.
