Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal

DOI10.1080/02664763.2020.1772209OpenAlexW3033977473MaRDI QIDQ5861481

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Publication date: 1 March 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2020.1772209

zbMATH Keywords

shrinkage estimatormultivariate normal distributionrestricted estimatorbalance loss functionwavelet threshold

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (2)

Bayesian wavelet Stein's unbiased risk estimation of multivariate normal distribution under reflected normal loss ⋮ Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss

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