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Density estimation is a commonly used test case for non-parametric estimation
methods. We explore the asymptotic properties of estimators based on thresholding of
empirical wavelet coecients. Minim...
Neo-Classical Minimax Problems, Thresholding, and Adaptation
Minimax Estimation Adaptive Estimation
2015/8/20
We study the problem of estimating from data Y N(; 2
) under squared-error loss.
We de ne three new scalar minimax problems in which the risk is weighted by the size of .
Simple thresholding...