Thresholding procedure with priors based on Pareto distributions
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DOI: 10.1007/BF02603007
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- Antoniadis, Anestis & Bigot, Jeremie & Sapatinas, Theofanis, 2001. "Wavelet Estimators in Nonparametric Regression: A Comparative Simulation Study," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 6(i06).
- Abramovich, Felix & Besbeas, Panagiotis & Sapatinas, Theofanis, 2002. "Empirical Bayes approach to block wavelet function estimation," Computational Statistics & Data Analysis, Elsevier, vol. 39(4), pages 435-451, June.
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More about this item
Keywords
adaptive estimation; Bayesian model; Pareto distribution; sparsity; wavelet thresholding; weak Besov spaces; 62G05; 62G08; 62C12;All these keywords.
JEL classification:
Statistics
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