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dc.contributor.authorLu, HHSen_US
dc.contributor.authorHuang, SYen_US
dc.contributor.authorLin, FHen_US
dc.date.accessioned2014-12-08T15:40:25Z-
dc.date.available2014-12-08T15:40:25Z-
dc.date.issued2003-09-01en_US
dc.identifier.issn1061-8600en_US
dc.identifier.urihttp://dx.doi.org/10.1198/1061860032076en_US
dc.identifier.urihttp://hdl.handle.net/11536/27592-
dc.description.abstractA nonlinear wavelet shrinkage estimator was proposed in an earlier article by Huang and Lu. Such an estimator combined the asymptotic equivalence to the best linear unbiased prediction and the Bayesian estimation in nonparametric mixed-effects models. In this article, a data-driven GCV method is proposed to select hyperparameters. The proposed GCV method has low computational cost and can be applied to one or higher dimensional data. It can be used for selecting hyperparameters for either level independent or level dependent shrinkage. It can also be used for selecting the primary resolution level and the number of vanishing moments in the wavelet basis. The strong consistency of the GCV method is proved.en_US
dc.language.isoen_USen_US
dc.subjectasymptotic BLUPen_US
dc.subjectBayesian wavelet shrinkageen_US
dc.subjectsoft thresholdingen_US
dc.titleGeneralized cross-validation for wavelet shrinkage in nonparametric mixed effects modelsen_US
dc.typeArticleen_US
dc.identifier.doi10.1198/1061860032076en_US
dc.identifier.journalJOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICSen_US
dc.citation.volume12en_US
dc.citation.issue3en_US
dc.citation.spage714en_US
dc.citation.epage730en_US
dc.contributor.department統計學研究所zh_TW
dc.contributor.departmentInstitute of Statisticsen_US
dc.identifier.wosnumberWOS:000185397600012-
dc.citation.woscount1-
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