Abstract
The problem of nonparametric estimation of a signal function by thresholding the coefficients of its wavelet decomposition is considered. In models with various noise distributions, asymptotically optimal thresholds and orders of the loss functions are calculated on the basis of probabilities of errors in the calculation of wavelet coefficients.
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Original Russian Text © A.A. Kudryavtsev, O.V. Shestakov, 2016, published in Doklady Akademii Nauk, 2016, Vol. 471, No. 1, pp. 11–15.
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Kudryavtsev, A.A., Shestakov, O.V. Asymptotically optimal wavelet thresholding in models with non-Gaussian noise distributions. Dokl. Math. 94, 615–619 (2016). https://doi.org/10.1134/S1064562416060028
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DOI: https://doi.org/10.1134/S1064562416060028