On the stability of the risk hull method for projection estimators

We consider in this paper the regularization by projection of a linear inverse problem Y = Af + ε ξ where ξ denotes a Gaussian white noise, A a compact operator and ε > 0 a noise level. Compared to the standard unbiased risk estimation (URE) method, the risk hull minimization (RHM) procedure presents a very interesting numerical behavior. However, the regularization in the singular value decomposition setting requires the knowledge of the eigenvalues of A . Here, we deal with noisy eigenvalues: only observations on this sequence are available. We study the efficiency of the RHM method in this situation. More generally, we shed light on some properties usually related to the regularization with a noisy operator.