Asymptotic behavior of the threshold minimizing the average probability of error in calculation of wavelet coefficients
A. A. Kudryavtsev, Oleg Vladimirovich Shestakov · Doklady Mathematics · 2016
The problem of estimating the signal function from noisy observations by thresholding the coefficients of its wavelet decomposition is considered. The asymptotic orders of the threshold and risk are calculated by minimizing the average probability of error in calculating the wavelet coefficients.