Bayesian signal estimation

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

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Abstract

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
Subjects:
ID Code:
65665
Deposited By:
Deposited On:
15 Jul 2013 09:10
Refereed?:
Yes
Published?:
Published
Last Modified:
01 Jan 2020 08:34