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Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denoising

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  • ter Braak, Cajo J.F.

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  • ter Braak, Cajo J.F., 2006. "Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denoising," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1232-1242, November.
    • Handle: RePEc:eee:csdana:v:51:y:2006:i:2:p:1232-1242
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    References listed on IDEAS

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    1. Bradley Efron, 2004. "The Estimation of Prediction Error: Covariance Penalties and Cross-Validation," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 619-632, January.
    2. P. J. Brown & M. Vannucci & T. Fearn, 2002. "Bayes model averaging with selection of regressors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 519-536, August.
    3. F. Abramovich & T. Sapatinas & B. W. Silverman, 1998. "Wavelet thresholding via a Bayesian approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(4), pages 725-749.
    4. Felix Abramovich & Umberto Amato & Claudia Angelini, 2004. "On Optimality of Bayesian Wavelet Estimators," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(2), pages 217-234, June.
    5. C. Semadeni, 2004. "Posterior probability intervals in Bayesian wavelet estimation," Biometrika, Biometrika Trust, vol. 91(2), pages 497-505, June.
    6. Leo Breiman & Jerome H. Friedman, 1997. "Predicting Multivariate Responses in Multiple Linear Regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(1), pages 3-54.
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