التفاصيل البيبلوغرافية
| العنوان: |
On Optimality of Bayesian Wavelet Estimators |
| المؤلفون: |
Felix Abramovich, Umberto Amato, Claudia Angelini |
| المجموعة: |
RePEc (Research Papers in Economics) |
| الوصف: |
We investigate the asymptotic optimality of several Bayesian wavelet estimators, namely, posterior mean, posterior median and Bayes Factor, where the prior imposed on wavelet coefficients is a mixture of a mass function at zero and a Gaussian density. We show that in terms of the mean squared error, for the properly chosen hyperparameters of the prior, all the three resulting Bayesian wavelet estimators achieve optimal minimax rates within any prescribed Besov space for p ≥ 2. For 1 ≤ p |
| نوع الوثيقة: |
article in journal/newspaper |
| اللغة: |
unknown |
| العلاقة: |
https://doi.org/10.1111/j.1467-9469.2004.02-087.xTest |
| DOI: |
10.1111/j.1467-9469.2004.02-087.x |
| الإتاحة: |
https://doi.org/10.1111/j.1467-9469.2004.02-087.xTest |
| رقم الانضمام: |
edsbas.24F81B75 |
| قاعدة البيانات: |
BASE |
