Posterior probability intervals in Bayesian wavelet estimation

DOI10.1093/biomet/91.2.497zbMath1125.62318OpenAlexW2013755680MaRDI QIDQ3367613

C. Semadeni, David V. Hinkley, Anthony C. Davison

Publication date: 24 January 2006

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://infoscience.epfl.ch/record/84895/files/910497.pdf

zbMATH Keywords

Mixture distributionSaddle-point approximationDiscrete wavelet transformBayesian thresholding

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items

Bayesian nonparametric shrinkage applied to Cepheid star oscillations, Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing

Uses Software

• wavethresh