On the posterior median estimators of possibly sparse sequences

DOI10.1007/BF02507028zbMath1083.62025MaRDI QIDQ816380

Theofanis Sapatinas, Natalia A. Bochkina

Publication date: 10 March 2006

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

zbMATH Keywords

Gaussian-Laplace caseLaplace-Gaussian case

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Exact distribution theory in statistics (62E15)

Uses Software

• EBayesThresh

Cites Work

• Wavelet thresholding for non-necessarily Gaussian noise: idealism
• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
• Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise
• Empirical Bayes selection of wavelet thresholds
• Multiple shrinkage and subset selection in wavelets
• Wavelet Thresholding via A Bayesian Approach
• Wavelet thresholding for some classes of non–Gaussian noise
• On Optimality of Bayesian Wavelet Estimators

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