Stein's unbiased risk estimate

Stein's无偏风险估计，可用于小波自适应去噪阈值选择。

https://en.wikipedia.iwiki.eu.org/wiki/Stein%27s_unbiased_risk_estimate

小波自适应去噪阈值

1.  Donoho, David L.; Iain M. Johnstone (December 1995). "Adapting to Unknown Smoothness via Wavelet Shrinkage". Journal of the American Statistical Association. 90 (432): 1200–1244. CiteSeerX 10.1.1.161.8697. doi:10.2307/2291512. JSTOR 2291512.
2. ^ Jump up to:^a b Stein, Charles M. (November 1981). "Estimation of the Mean of a Multivariate Normal Distribution". The Annals of Statistics. 9 (6): 1135–1151. doi:10.1214/aos/1176345632. JSTOR 2240405.
3. Herrera, R. H., Han, J., & van der Baan, M. (2014). Applications of the synchrosqueezing transform in seismic time-frequency analysis. Geophysics, 79(3), V55-V64.