Bayesian automatic polynomial wavelet regression

DOI10.1016/j.jspi.2007.10.022zbMath1186.62012MaRDI QIDQ1031744

Hyoung-Moon Kim, Hee-Seok Oh

Publication date: 30 October 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2007.10.022

zbMATH Keywords

empirical Bayes; polynomial regression; boundary problem; MCMC; wavelet regression

Mathematics Subject Classification ID

62F15: Bayesian inference

62J02: General nonlinear regression

65T60: Numerical methods for wavelets

62C12: Empirical decision procedures; empirical Bayes procedures

Related Items

Robust estimation for boundary correction in wavelet regression, Robust wavelet estimation to eliminate simultaneously the effects of boundary problems, outliers, and correlated noise

Uses Software

• AS 10
• EBayesThresh

Cites Work

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