Title: Block-thresholded-adapted estimators via a maxiset approach
Authors: Autin, F. # ×
Freyermuth, Jean-Marc
von Sachs, R. #
Issue Date: 2013
Publisher: Blackwell Publishers
Series Title: Scandinavian Journal of Statistics vol:e-pub pages:1-19
Abstract: We study the maxiset performance of a large collection of block thresholding wavelet estimators, namely the horizontal block thresholding family. We provide sufficient conditions on the choices of rates and threshold values to ensure that the involved adaptive estimators obtain large maxisets. Moreover, we prove that any estimator of such a family reconstructs the Besov balls with a near-minimax optimal rate that can be faster than the one of any separable thresholding estimator. Then, we identify, in particular cases, the best estimator of such a family, that is, the one associated with the largest maxiset. As a particularity of this paper, we propose a refined approach that models method-dependent threshold values. By a series of simulation studies, we confirm the good performance of the best estimator by comparing it with the other members of its family.
ISSN: 0303-6898
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
× corresponding author
# (joint) last author

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