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Minimax regret analysis of orthogonal series regression estimation: Selection versus shrinkage |
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| Authors: | DROGE BERND |
| Affiliation: | Institute of Mathematics, Humboldt University Unter den Linden 6, 10099 Berlin, Germanydroge{at}mathematik.hu-berlin.de |
| Abstract: | |
| Keywords: | Hard and soft thresholding Minimax regret decision theory Nonlinear estimation Nonparametric regression Orthogonal series estimation Wavelet |
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