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Normal approximation for distribution of risk estimate for wavelet coefficients thresholding when using sample variance

O. V. Shestakov

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: The asymptotic properties of risk estimate for thresholding wavelet coefficients of signal function are analyzed. Some estimates for rate of convergence to the normal law are obtained.

Keywords: wavelets; thresholding; risk estimate; normal distribution; rate of convergence.