Posterior probability intervals in Bayesian wavelet estimation
成果类型：
Article
署名作者：
Semadeni, C; Davison, AC; Hinkley, DV
署名单位：
Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; University of California System; University of California Santa Barbara
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/91.2.497
发表日期：
2004
页码：
497505
关键词：
摘要：
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.