Adaptive wavelet empirical Bayes estimation of a location or a scale parameter

DOI10.1016/S0378-3758(00)00123-3MaRDI QIDQ1591284zbMATH OpenWikidataFDO

Authors Marianna Pensky

Publication date 9 April 2001

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

Full work available at URL https://doi.org/10.1016/S0378-3758(00)00123-3

zbMATH Keywords

adaptive estimationempirical Bayes estimationMeyer-type waveletsposterior riskprior risk

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Empirical decision procedures; empirical Bayes procedures (62C12) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• scientific article; zbMATH DE number 1405827
• Locally adaptive wavelet empirical Bayes estimation of a location parameter
• Empirical Bayes estimation based on wavelets
• scientific article; zbMATH DE number 1069359
• Flexible Empirical Bayes Estimation for Wavelets

Cites work

• A constrained risk inequality with applications to nonparametric functional estimation
• A General Approach to Nonparametric Empirical Bayes Estimation
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Adaptive wavelet estimator for nonparametric density deconvolution
• Block threshold rules for curve estimation using kernel and wavelet methods
• Characterization of analytic functions in terms of their wavelet coefficients
• Convergence rates for empirical Bayes estimation in the uniform U(0,\(\theta\) ) distribution
• Density estimation by wavelet thresholding
• Density Estimation for the Case of Supersmooth Measurement Error
• Density estimation in Besov spaces
• Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location
• Empirical Bayes estimation in Lebesgue-exponential families with rates near the best possible rate
• Empirical Bayes estimation of a scale parameter
• Empirical Bayes estimation of the scale parameter in a Pareto distribution
• Empirical Bayes with rates and best rates of convergence in \(u(x)C(\Theta)exp(-x/{\Theta})\)-family: estimation case
• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
• scientific article; zbMATH DE number 992993 (Why is no real title available?)
• scientific article; zbMATH DE number 3839134 (Why is no real title available?)
• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• scientific article; zbMATH DE number 45871 (Why is no real title available?)
• scientific article; zbMATH DE number 108512 (Why is no real title available?)
• scientific article; zbMATH DE number 1069359 (Why is no real title available?)
• scientific article; zbMATH DE number 758461 (Why is no real title available?)
• scientific article; zbMATH DE number 918590 (Why is no real title available?)
• scientific article; zbMATH DE number 937467 (Why is no real title available?)
• scientific article; zbMATH DE number 1405827 (Why is no real title available?)
• scientific article; zbMATH DE number 3088518 (Why is no real title available?)
• Optimal rates of convergence of empirical Bayes tests for the continuous one-parameter exponential family
• Probability density estimation from dependent observations using wavelets orthonormal bases
• Some thoughts on empirical Bayes estimation
• Ten Lectures on Wavelets
• Wavelet decomposition approaches to statistical inverse problems
• Wavelet Methods for Curve Estimation

Cited in

(5)

• Wavelet based empirical Bayes estimation for the uniform distribution
• Locally adaptive wavelet empirical Bayes estimation of a location parameter
• Empirical Bayes estimation based on wavelets
• Adaptive nonparametric empirical Bayes estimation via wavelet series: the minimax study
• scientific article; zbMATH DE number 1405827 (Why is no real title available?)

This page was built for publication: Adaptive wavelet empirical Bayes estimation of a location or a scale parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1591284)