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A shrinkage estimator for spectral densities
Authors:Botts, Carsten H.   Daniels, Michael J.
Affiliation:1 Department of Mathematics and Statistics, Williams College, Williamstown, Massachusetts 01267, U.S.A. cbotts{at}williams.edu, 2 Department of Statistics, University of Florida, Gainesville, Florida 32611, U.S.A. mdaniels{at}stat.ufl.edu
Abstract:
Keywords:Bayesian inference   Hierarchical model   Laplace method   Model averaging   Smoothing
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