Posterior probability intervals in Bayesian wavelet estimation

C. Semadeni

Biometrika, 2004, vol. 91, issue 2, 497-505

Abstract: We use saddlepoint approximation to derive credible intervals for Bayesian wavelet regression estimates. Simulations show that the resulting intervals perform better than the best existing method. Copyright Biometrika Trust 2004, Oxford University Press.

Date: 2004
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