Abstract <p>This work considers a means of stabilized hard thresholding for inverting linear homogeneous operators using wavelet decomposition. The unbiased mean squared risk estimate for this procedure is analyzed using a data model with additive Gaussian noise. Assuming there is a long-range dependence among noise coefficients, conditions are given that ensure strong consistency and asymptotic normality of the unbiased risk estimator.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Estimating the Risk of Stabilized Hard Thresholding for Inverse Statistical Problems in Models with Long-Range Dependences

  • N. A. Sukhareva,
  • O. V. Shestakov

摘要

Abstract

This work considers a means of stabilized hard thresholding for inverting linear homogeneous operators using wavelet decomposition. The unbiased mean squared risk estimate for this procedure is analyzed using a data model with additive Gaussian noise. Assuming there is a long-range dependence among noise coefficients, conditions are given that ensure strong consistency and asymptotic normality of the unbiased risk estimator.