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Locally Adaptive Wavelet Empirical Bayes Estimation of a Location Parameter

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  • Marianna Pensky

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  • Marianna Pensky, 2002. "Locally Adaptive Wavelet Empirical Bayes Estimation of a Location Parameter," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(1), pages 83-99, March.
    • Handle: RePEc:spr:aistmt:v:54:y:2002:i:1:p:83-99
    DOI: 10.1023/A:1016165721644
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    References listed on IDEAS

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    1. Kerkyacharian, G. & Picard, D., 1992. "Density estimation in Besov spaces," Statistics & Probability Letters, Elsevier, vol. 13(1), pages 15-24, January.
    2. Tiwari, Ram C. & Zalkikar, Jyoti N., 1990. "Empirical Bayes estimation of the scale parameter in a Pareto distribution," Computational Statistics & Data Analysis, Elsevier, vol. 10(3), pages 261-270, December.
    3. Masry, Elias, 1994. "Probability density estimation from dependent observations using wavelets orthonormal bases," Statistics & Probability Letters, Elsevier, vol. 21(3), pages 181-194, October.
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    Cited by:

    1. Pensky Marianna & Alotaibi Mohammed, 2005. "Empirical Bayes estimation by wavelet series," Statistics & Risk Modeling, De Gruyter, vol. 23(3), pages 181-198, March.

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