Unbiased risk estimation, à la Stein, is studied for infinitely divisible laws with finite second moment.
Mots clés : wavelets, thresholding, minimax
@article{PS_2006__10__269_0, author = {Averkamp, R. and Houdr\'e, C.}, title = {Stein estimation for infinitely divisible laws}, journal = {ESAIM: Probability and Statistics}, pages = {269--276}, publisher = {EDP-Sciences}, volume = {10}, year = {2006}, doi = {10.1051/ps:2006011}, mrnumber = {2247922}, zbl = {1187.62070}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps:2006011/} }
TY - JOUR AU - Averkamp, R. AU - Houdré, C. TI - Stein estimation for infinitely divisible laws JO - ESAIM: Probability and Statistics PY - 2006 SP - 269 EP - 276 VL - 10 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ps:2006011/ DO - 10.1051/ps:2006011 LA - en ID - PS_2006__10__269_0 ER -
Averkamp, R.; Houdré, C. Stein estimation for infinitely divisible laws. ESAIM: Probability and Statistics, Tome 10 (2006), pp. 269-276. doi : 10.1051/ps:2006011. http://www.numdam.org/articles/10.1051/ps:2006011/
[1] Wavelet Thresholding for non necessarily Gaussian Noise: Idealism. Ann. Statist. 31 (2003) 110-151. | Zbl
and ,[2] Wavelet Thresholding for non necessarily Gaussian Noise: Functionality. Ann. Statist. 33 (2005) 2164-2193. | Zbl
and ,[3] Adapting to Unknown Smoothness via Wavelet Shrinkage. J. Amer. Statist. Assoc. 90 (1995) 1200-1224. | Zbl
and ,[4] Wavelet Shrinkage: Asymptotia? J. Roy. Statist. Soc. Ser. B 57 (1995) 301-369. | Zbl
, , and ,[5] An Introduction to Probability Theory and its Applications, Vol. II. John Wiley & Sons (1966). | MR | Zbl
,[6] Estimation of the mean of a multivariate normal distribution. Ann. Statist. 9 (1981) 1135-1151. | Zbl
,Cité par Sources :