Stein estimation for infinitely divisible laws

R. Averkamp; C. Houdré

ESAIM: Probability and Statistics (2006)

  • Volume: 10, page 269-276
  • ISSN: 1292-8100

Abstract

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Unbiased risk estimation, à la Stein, is studied for infinitely divisible laws with finite second moment.

How to cite

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Averkamp, 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

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  1. R. Averkamp and C. Houdré, Wavelet Thresholding for non necessarily Gaussian Noise: Idealism. Ann. Statist.31 (2003) 110–151.  Zbl1102.62329
  2. R. Averkamp and C. Houdré, Wavelet Thresholding for non necessarily Gaussian Noise: Functionality. Ann. Statist.33 (2005) 2164–2193.  Zbl1086.62043
  3. D.L Donoho and I.M. Johnstone, Adapting to Unknown Smoothness via Wavelet Shrinkage. J. Amer. Statist. Assoc.90 (1995) 1200–1224.  Zbl0869.62024
  4. D.L. Donoho, I.M. Johnstone, G. Kerkyacharian and D. Picard, Wavelet Shrinkage: Asymptotia? J. Roy. Statist. Soc. Ser. B57 (1995) 301–369.  
  5. W. Feller, An Introduction to Probability Theory and its Applications, Vol. II. John Wiley & Sons (1966).  Zbl0138.10207
  6. C. Stein, Estimation of the mean of a multivariate normal distribution. Ann. Statist.9 (1981) 1135–1151.  Zbl0476.62035

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