Sardy, Sylvain - In: Journal of the American Statistical Association 107 (2012) 498, pp. 800-813
The proposed smooth blockwise iterative thresholding estimator (SBITE) is a model selection technique defined as a fixed point reached by iterating a likelihood gradient-based thresholding function. The smooth James--Stein thresholding function has two regularization parameters λ and ν, and a...