Combining thresholding rules: a new way to improve the performance of wavelet estimators
(2011) , 20 pages
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- Authors
- Abstract
- In this paper, we address the situation where we cannot differentiate wavelet-based threshold estimators because their sets of well-estimated functions (maxisets) are not nested. As a generic solution, we propose to proceed via a combination of these estimators in order to achieve new estimators which perform better in the sense that the involved maxisets contain the union of the previous ones. Throughout the paper we propose illuminating interpretations of the maxiset results and provide conditions to ensure that this combination generates larger maxisets. As an example, we propose to combine vertical- and horizontalblock thresholding estimators that are already known to perform well. We discuss the limitations of our method, and we confirm our theoretical results through numerical experiments.
- Affiliations
Université d’Aix-Marseille 1
Citations
Autin, F., Freyermuth, J.-M., & von Sachs, R. (2011). Combining thresholding rules: a new way to improve the performance of wavelet estimators (ISBA Discussion papers 2011/21). https://hdl.handle.net/2078.5/208294