Abramovich, Felix; Amato, Umberto; Angelini, Claudia - In: Scandinavian Journal of Statistics 31 (2004) 2, pp. 217-234
We investigate the asymptotic optimality of several Bayesian wavelet estimators, namely, posterior mean, posterior median and Bayes Factor, where the prior imposed on wavelet coefficients is a mixture of a mass function at zero and a Gaussian density. We show that in terms of the mean squared...