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Random Thresholds For Linear Model Selection

机译:线性模型选择的随机阈值

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摘要

A method is introduced to select the significant or non null mean terms among a collection of independent random variables. As an application we consider the problem of recovering the significant coefficients in non ordered model selection. The method is based on a convenient random centering of the partial sums of the ordered observations. Based on L-statistics methods we show consistency of the proposed estimator. An extension to unknown parametric distributions is considered. Simulated examples are included to show the accuracy of the estimator. An example of signal denoising with wavelet thresholding is also discussed.
机译:介绍了一种在独立随机变量集合中选择有效或非零均值项的方法。作为一种应用,我们考虑了在非有序模型选择中恢复有效系数的问题。该方法基于对有序观测值的部分和进行便利的随机居中。基于L统计方法,我们证明了所提估计量的一致性。考虑到未知参数分布的扩展。包含仿真示例以显示估算器的准确性。还讨论了使用小波阈值处理的信号去噪示例。

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