Generalized Bayes sure for multivariate normal distribution under balanced-quadratic loss

DOI10.1007/s10958-023-06853-9WikidataQ130029610 ScholiaQ130029610MaRDI QIDQ6125765

Hamid Karamikabir, Seyed Faridoddin Kiaei, N. Karamikabir, Mahmoud Afshari

Publication date: 11 April 2024

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

generalized Bayes estimatorbalanced-quadratic lossshrinkage estimatonshrinkage waveletSURE threshold

Mathematics Subject Classification ID

Parametric inference (62Fxx) Multivariate analysis (62Hxx) Statistical decision theory (62Cxx)

Cites Work

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• Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility
• Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions
• On estimation with weighted balanced-type loss function
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Estimation Of A Multivariate Normal Mean Vector And Local Improvements
• New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss
• Wavelet shrinkage generalized Bayes estimation for elliptical distribution parameter’s under LINEX loss
• Bayesian wavelet Stein's unbiased risk estimation of multivariate normal distribution under reflected normal loss
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