摘要翻译:
我们考虑具有(已知)随机设计的回归模型。研究了Besov球上的自适应小波块阈值估计在$mathBB{L}^p$风险下的minimax性能。我们证明了它是接近最优的,并且它比传统的逐项估计(硬,软,…)具有更好的收敛速度。
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英文标题:
《Wavelet block thresholding for samples with random design: a minimax
approach under the $L^p$ risk》
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作者:
Christophe Chesneau
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最新提交年份:
2007
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分类信息:
一级分类:Mathematics 数学
二级分类:Statistics Theory 统计理论
分类描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计:例如统计推断、回归、时间序列、多元分析、
数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类:Statistics 统计学
二级分类:Statistics Theory 统计理论
分类描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近,贝叶斯推论,决策理论,估计,基础,推论,检验。
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英文摘要:
We consider the regression model with (known) random design. We investigate the minimax performances of an adaptive wavelet block thresholding estimator under the $\mathbb{L}^p$ risk with $p\ge 2$ over Besov balls. We prove that it is near optimal and that it achieves better rates of convergence than the conventional term-by-term estimators (hard, soft,...).
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PDF链接:
https://arxiv.org/pdf/708.4104