# Stein estimation for infinitely divisible laws

ESAIM: Probability and Statistics (2006)

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

## Access Full Article

top## Abstract

top## How to cite

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. Zbl1102.62329
- R. Averkamp and C. Houdré, Wavelet Thresholding for non necessarily Gaussian Noise: Functionality. Ann. Statist.33 (2005) 2164–2193. Zbl1086.62043
- D.L Donoho and I.M. Johnstone, Adapting to Unknown Smoothness via Wavelet Shrinkage. J. Amer. Statist. Assoc.90 (1995) 1200–1224. Zbl0869.62024
- 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). Zbl0138.10207
- C. Stein, Estimation of the mean of a multivariate normal distribution. Ann. Statist.9 (1981) 1135–1151. Zbl0476.62035

## NotesEmbed ?

topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.