Locally adaptive wavelet empirical Bayes estimation of a location parameter

DOI10.1023/A:1016165721644zbMath0991.62002MaRDI QIDQ1610928

Marianna Pensky

Publication date: 20 August 2002

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

waveletsadaptive estimationempirical Bayes estimationposterior risksprior risks

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (6)

Density deconvolution based on wavelets with bounded supports ⋮ Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” ⋮ The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function ⋮ Adaptive nonparametric empirical Bayes estimation via wavelet series: the minimax study ⋮ Nonparametric empirical Bayes estimation based on generalized Laguerre series ⋮ The empirical Bayes estimators of the parameter of the Poisson distribution with a conjugate gamma prior under Stein's loss function

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