|
|
|
| Bias, Variance and Risk Analysis of Uniform Threshod Function in Wavelet Shrinkage |
| Zhao Zhi-dong; Pan Min; Chen Yu-quan |
| Department of Biomedical Engineering and Instruments Zhejiang University Hangzhou 310027 China |
|
|
|
|
Abstract In this paper, the uniform threshold function of waveshrink is build.Cornputationally efficient formulas for computing bias, variance and risk of uniform threshold function are derived. These formulas provide a new way of understanding how waveshrink works. On the basis of this, the relation of bias, variance and risk of uniform threshold function(u=l,2,∞) with threshold value and wavelet coefficients are compared. These comparisons give the performance of waveshrink in finite sample situations.
|
|
Received: 09 October 2003
|
|
|
|
|
|
|
|
|
2005, Vol. 27 
