Automatically assigned DDC number: 519542

Manually assigned DDC number: 519542

Number of references: 16

Title: Empirical Bayes approach to block wavelet function estimation

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Subject: Felix Abramovich,Panagiotis Besbeas,Theofanis Sapatinas Empirical Bayes approach to block wavelet function estimation

Description: Wavelet methods have demonstrated considerable success in function estimation through term-by-term thresholding of empirical wavelet coecients. However, it has been shown that grouping the empirical wavelet coecients into blocks and making simultaneous threshold decisions about all coecients in each block has a number of advantages over term-by-term thresholding, including asymptotic optimality and better mean squared error performance in nite sample situations. In this paper, we consider an empirical Bayes approach to incorporating information on neighbouring empirical wavelet coecients into function estimation that results in block shrinkage and block thresholding estimators. Simulated examples are used to illustrate the performance of the resulting estimators, and to compare these estimators with existing nonBayesian block thresholding estimators. It is observed that the proposed empirical Bayes block shrinkage and block thresholding estimators outperform existing block ...

Contributor: The Pennsylvania State University CiteSeer Archives

Publisher: unknown

Date: 2000-12-20

Pubyear: 2002

Format: ps

Identifier: http://citeseer.ist.psu.edu/384083.html

Source: http://www.math.tau.ac.il/~felix/ltx/PAPERS/CSDA.ps.gz

Language: en

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