Posterior Probability Intervals for Wavelet Thresholding

DOI10.1111/1467-9868.00332zbMath1059.62040OpenAlexW2172039482WikidataQ61832537 ScholiaQ61832537MaRDI QIDQ4670766

Stuart Barber, Bernhard W. Silverman, Guy P. Nason

Publication date: 22 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00332

zbMATH Keywords

cumulantsBayes estimationsimulationscurve estimationinterval estimatesJohnson curvespowers of wavelets

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Bayesian inference (62F15)

Related Items

Confidence sets for nonparametric wavelet regression, Empirical Bayes approach to wavelet regression using ϵ-contaminated priors, Case study: shipping trend estimation and prediction via multiscale variance stabilisation, A wavelet-Fisz approach to spectrum estimation, Confidence intervals for nonparametric regression, Efficient Bayesian analysis of multiple changepoint models with dependence across segments, Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise, Pointwise Bayesian Credible Intervals for Regularized Linear Wavelet Estimators, Estimation of nonparametric regression models by wavelets

Uses Software

• AS 100
• KernSmooth
• wavethresh

Cites Work

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