Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient

The proposed smooth blockwise iterative thresholding estimator (SBITE) is a model selection technique defined as a fixed point reached by iterating a likelihood gradient-based thresholding function. The smooth James-Stein thresholding function has two regularization parameters λ and ν, and a smoothn...

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Vydané v:	Journal of the American Statistical Association Ročník 107; číslo 498; s. 800 - 813
Hlavný autor:	Sardy, Sylvain
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Alexandria Taylor & Francis Group 01.06.2012 Taylor & Francis Ltd
Predmet:	Adaptive lasso Analytical estimating Bias Estimation Estimation methods Estimators Function Grammatical aspect Gravitational waves Inequality Information criterion Iterative block thresholding James-Stein estimator Mathematical independent variables Modeling Monte Carlo method Monte Carlo methods Monte Carlo simulation Motivation Multivariate analysis Multivariate time series Oracles Property Regression analysis Risk risk estimate Simulation Sparse model selection Statistics Theory and Methods Threshing Time series time series analysis Time series models Unbiased estimators Universal threshold Wavelet smoothing
ISSN:	1537-274X, 0162-1459, 1537-274X
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