316 citations · 1.7k across the 39 of their papers we have counts for
Showing 2009 · math.STShow all
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math.ST2009★ 10 cited
Asymptotic equivalence and adaptive estimation for robust nonparametric regression
T. Tony Cai, Harrison H. Zhou
Asymptotic equivalence theory developed in the literature so far are only for bounded loss functions. This limits the potential applications of the theory because many commonly use…
math.ST2009★ 74 cited
A data-driven block thresholding approach to wavelet estimation
T. Tony Cai, Harrison H. Zhou
A data-driven block thresholding procedure for wavelet regression is proposed and its theoretical and numerical properties are investigated. The procedure empirically chooses the b…
math.ST2009★ 5 cited
Asymptotic equivalence of spectral density estimation and gaussian white noise
Georgi K. Golubev, Michael Nussbaum, Harrison H. Zhou
We consider the statistical experiment given by a sample of a stationary Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence, in the sense of Le Cam'…