Hostname: page-component-78c5997874-94fs2 Total loading time: 0 Render date: 2024-11-13T03:20:01.920Z Has data issue: false hasContentIssue false
  • English
  • Français

Stein estimation for infinitely divisible laws

Published online by Cambridge University Press:  08 September 2006

R. Averkamp  and
C. Houdré
R. Averkamp
Affiliation:
Institut für mathematische Stochastik Freiburg University Eckerstraße 1, 79104 Freiburg, Germany.
C. Houdré
Affiliation:
School of Mathematics Georgia Institute of Technology Atlanta, GA 30332, USA; houdre@math.gatech.edu
Get access

Abstract

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

Keywords

Waveletsthresholdingminimax.
Type
Research Article
Information
ESAIM: Probability and Statistics , Volume 10 , February 2006 , pp. 269 - 276
Copyright
© EDP Sciences, SMAI, 2006

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Averkamp, R. and Houdré, C., Wavelet Thresholding for non necessarily Gaussian Noise: Idealism. Ann. Statist. 31 (2003) 110–151.
Averkamp, R. and Houdré, C., Wavelet Thresholding for non necessarily Gaussian Noise: Functionality. Ann. Statist. 33 (2005) 2164–2193. CrossRef
Donoho, D.L and Johnstone, I.M., Adapting to Unknown Smoothness via Wavelet Shrinkage. J. Amer. Statist. Assoc. 90 (1995) 1200–1224. CrossRef
Donoho, D.L., Johnstone, I.M., Kerkyacharian, G. and Picard, D., Wavelet Shrinkage: Asymptotia? J. Roy. Statist. Soc. Ser. B 57 (1995) 301–369.
W. Feller, An Introduction to Probability Theory and its Applications, Vol. II. John Wiley & Sons (1966).
Stein, C., Estimation of the mean of a multivariate normal distribution. Ann. Statist. 9 (1981) 1135–1151. CrossRef