Marianna, Pensky; Mohammed, Alotaibi - In: Statistics & Risk Modeling 23 (2005) 3/2005, pp. 181-198
In traditional nonparametric EB (empirical Bayes) setting, the paper proposes generalization of the linear EB estimation method which takes advantage of the flexibility of the wavelet techniques. A nonparametric EB estimator is represented as a wavelet series expansion and the coefficients are...