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:: Volume 9, Issue 2 (3-2013) ::
JSRI 2013, 9(2): 133-146 Back to browse issues page
Parametric Empirical Bayes Test and Its Application to Selection of Wavelet Threshold
Mona Shokripour , Adel Mohammadpour * , Mina Aminghafari
, adel@aut.ac.ir
Abstract:   (1459 Views)

In this article, we propose a new method for selecting level dependent threshold in wavelet shrinkage using the empirical Bayes framework. We employ both Bayesian and frequentist testing hypothesis instead of point estimation method. The best test yields the best prior and hence the more appropriate wavelet thresholds. The standard model functions are used to illustrate the performance of the proposed method and make comparisons with other traditional methods.

 

Keywords: Bayes test, parametric empirical Bayes, most powerful test, heavy tailed distribution, unbiased test, wavelet thresholding
Full-Text [PDF 245 kb]   (272 Downloads)    
Type of Study: Research | Subject: General
Received: 2015/12/22 | Accepted: 2015/12/22 | Published: 2015/12/22
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Shokripour M, Mohammadpour A, Aminghafari M. Parametric Empirical Bayes Test and Its Application to Selection of Wavelet Threshold. JSRI. 2013; 9 (2) :133-146
URL: http://jsri.srtc.ac.ir/article-1-60-en.html


Volume 9, Issue 2 (3-2013) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران (علمی - پژوهشی) Journal of Statistical Research of Iran JSRI
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