Wavelet Shrinkage: Asymptopia?
SUMMARY Much recent effort has sought asymptotically minimax methods for recovering infinite dimensional objects—curves, densities, spectral densities, images—from noisy data. A...
SUMMARY Much recent effort has sought asymptotically minimax methods for recovering infinite dimensional objects—curves, densities, spectral densities, images—from noisy data. A...
Our purpose in this paper is to provide a general approach to model selection via penalization for Gaussian regression and to develop our point of view about this subject. The a...