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Limit distribution of risk estimate of wavelet coefficient thresholding

A. V. Markin

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

Abstract: Asymptotic properties of risk estimate of wavelet coefficient thresholding are studied. Under certain conditions, there is a convergence of the difference of risk estimate and risk itself to normal distribution.

Keywords: wavelets; thresholding; risk estimate; limit distribution.