Stabilized hard thresholding for an unknown noise level
Oleg Vladimirovich Shestakov · Moscow University Computational Mathematics and Cybernetics · 2017
The effect wa ys of estimating noise variance on the statistical characteristics of the stabilized hard thresholding of signal wavelet coefficients is studied. An unbiased estimator of the mean-square risk is analyzed. It is shown that under certain conditions, the estimator distribution tends to a normal law with variance that depends on the type of noise variance estimate.