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Posterior probability intervals in Bayesian wavelet estimation
Authors:Semadeni, C.   Davison, A. C.   Hinkley, D. V.
Affiliation:1 Institute of Mathematics, Swiss Federal Institute of Technology, 1015 Lausanne, Switzerland claudio.semadeni{at}a3.epfl.ch anthony.davison{at}epfl.ch 2 Department of Statistics and Applied Probability, University of California, Santa Barbara, California 93106-3110, U.S.Ahinkley{at}pstat.ucsb.edu
Abstract:
Keywords:Bayesian thresholding   Discrete wavelet transform   Mixture distribution   Nonparameter regression   Saddlepoint approximation
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