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Posterior probability intervals in Bayesian wavelet estimation

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  • C. Semadeni

Abstract

We use saddlepoint approximation to derive credible intervals for Bayesian wavelet regression estimates. Simulations show that the resulting intervals perform better than the best existing method. Copyright Biometrika Trust 2004, Oxford University Press.

Suggested Citation

  • C. Semadeni, 2004. "Posterior probability intervals in Bayesian wavelet estimation," Biometrika, Biometrika Trust, vol. 91(2), pages 497-505, June.
    • Handle: RePEc:oup:biomet:v:91:y:2004:i:2:p:497-505
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    Cited by:

    1. 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.

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