On Logarithmic Penalty in Adaptive Pointwise Estimation and Blockwise Wavelet Shrinkage
Sam Efromovich · Journal of Computational and Graphical Statistics · 2005
A logarithmic penalty in adaptive pointwise estimation of a nonparametric regression function is one of the most intriguing and, at the same time, poorly understood statistical phenomena. This article uses computational, visualization, and theoretical methods to shed new light on where and how the penalty strikes in popular wavelet estimates.