A Bayesian wavelet shrinkage rule under LINEX loss function

A Bayesian wavelet shrinkage rule under LINEX loss function

This work proposes a wavelet shrinkage rule under asymmetric LINEX loss function and a mixture of a point mass function at zero and the logistic distribution as prior distribution to the wavelet coefficients in a nonparametric regression model with gaussian error. Underestimation of a significant wa...

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Bibliographic Details
Main Author: Alex Rodrigo dos Santos Sousa
Format: Article
Language:English
Published: Taylor & Francis 2024-12-01
Series:Research in Statistics
Subjects:
Wavelet shrinkage
LINEX loss
nonparametric regression
Bayesian inference
logistic distribution
Online Access:https://www.tandfonline.com/doi/10.1080/27684520.2024.2362926
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https://www.tandfonline.com/doi/10.1080/27684520.2024.2362926

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