Stein estimation for infinitely divisible laws
ESAIM: Probability and Statistics (2006)
- Volume: 10, page 269-276
- ISSN: 1292-8100
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Abstract
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topAverkamp, R., and Houdré, C.. "Stein estimation for infinitely divisible laws." ESAIM: Probability and Statistics 10 (2006): 269-276. <http://eudml.org/doc/249742>.
@article{Averkamp2006,
abstract = {
Unbiased risk estimation, à la Stein, is studied for infinitely divisible laws with finite second moment.
},
author = {Averkamp, R., Houdré, C.},
journal = {ESAIM: Probability and Statistics},
keywords = {Wavelets; thresholding; minimax.; wavelets; minimax},
language = {eng},
month = {9},
pages = {269-276},
publisher = {EDP Sciences},
title = {Stein estimation for infinitely divisible laws},
url = {http://eudml.org/doc/249742},
volume = {10},
year = {2006},
}
TY - JOUR
AU - Averkamp, R.
AU - Houdré, C.
TI - Stein estimation for infinitely divisible laws
JO - ESAIM: Probability and Statistics
DA - 2006/9//
PB - EDP Sciences
VL - 10
SP - 269
EP - 276
AB -
Unbiased risk estimation, à la Stein, is studied for infinitely divisible laws with finite second moment.
LA - eng
KW - Wavelets; thresholding; minimax.; wavelets; minimax
UR - http://eudml.org/doc/249742
ER -
References
top- R. Averkamp and C. Houdré, Wavelet Thresholding for non necessarily Gaussian Noise: Idealism. Ann. Statist.31 (2003) 110–151.
- R. Averkamp and C. Houdré, Wavelet Thresholding for non necessarily Gaussian Noise: Functionality. Ann. Statist.33 (2005) 2164–2193.
- D.L Donoho and I.M. Johnstone, Adapting to Unknown Smoothness via Wavelet Shrinkage. J. Amer. Statist. Assoc.90 (1995) 1200–1224.
- D.L. Donoho, I.M. Johnstone, G. Kerkyacharian and D. Picard, Wavelet Shrinkage: Asymptotia? J. Roy. Statist. Soc. Ser. B57 (1995) 301–369.
- W. Feller, An Introduction to Probability Theory and its Applications, Vol. II. John Wiley & Sons (1966).
- C. Stein, Estimation of the mean of a multivariate normal distribution. Ann. Statist.9 (1981) 1135–1151.
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