Bayesian signal estimation

Mukherjee, Kanchan and Majumdar, Suman (1996) Bayesian signal estimation. Statistics and Decisions, 14. pp. 275-293.

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The problem of Bayesian estimation of a signal contaminated by white noise is investigated. Restricting the unknown signal to a compact subset of L2([0, 1]), the existence of a unique Bayes estimator for the squared-error loss and its robustness with respect to the prior used are established; for sufficiently diffuse priors, the Bayes estimator is shown to be uniformly L1-consistent.

Item Type: Journal Article
Journal or Publication Title: Statistics and Decisions
Departments: Faculty of Science and Technology > Mathematics and Statistics
ID Code: 65665
Deposited By: ep_importer_pure
Deposited On: 15 Jul 2013 09:10
Refereed?: Yes
Published?: Published
Last Modified: 30 Sep 2019 17:34

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