Pensky, Marianna; Alotaibi, Mohammed - In: Statistics & Decisions 23 (2005) 3, pp. 181-198
Summary 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...