Multivariate Bayes Wavelet shrinkage and applications
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DOI: 10.1080/02664760500079662
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References listed on IDEAS
- Merlise Clyde & Edward I. George, 2000. "Flexible empirical Bayes estimation for wavelets," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 681-698.
- M. Vannucci & F. Corradi, 1999. "Covariance structure of wavelet coefficients: theory and models in a Bayesian perspective," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(4), pages 971-986.
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Cited by:
- Patrick M. Crowley, 2007. "A Guide To Wavelets For Economists," Journal of Economic Surveys, Wiley Blackwell, vol. 21(2), pages 207-267, April.
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More about this item
Keywords
Bayes shrinkage; wavelets; discrete wavelet transformation; data de-noising; MCMC methods;All these keywords.
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