Empirical Bayes approach to wavelet regression using $\epsilon$-contaminated priors
We consider an empirical Bayes approach to standard nonparametric regression estimation using a nonlinear wavelet methodology. Instead of
specifying a single prior distribution on the parameter space of wavelet coefficients, that is usually the case in the existing literature, we
elicit the $\epsilon$-contamination class of prior distributions that is particularly attractive to work with when one seeks robust priors in
Bayesian analysis.






