A note on shrinkage wavelet estimation in Bayesian analysis

DOI10.1016/J.SPL.2013.10.006MaRDI QIDQ2444405zbMATH OpenOpenAlexFDO

Authors S. Torehzadeh, M. Arashi

Publication date 9 April 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2013.10.006

zbMATH Keywords

admissibilitygeneralized Bayes estimatorLINEX lossminimaxityscale mixturewavelet shrinkage estimation

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Bayesian inference (62F15) Nonparametric estimation (62G05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• scientific article; zbMATH DE number 3569699 (Why is no real title available?)
• Ideal spatial adaptation by wavelet shrinkage
• On a Bayesian aspect for soft wavelet shrinkage estimation under an asymmetric Linex loss

Cited in

(11)

• A paradoxical argument about domination
• Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility
• Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise
• scientific article; zbMATH DE number 1405817 (Why is no real title available?)
• scientific article; zbMATH DE number 1405820 (Why is no real title available?)
• Wavelet Shrinkage with Double Weibull Prior
• Wavelet shrinkage generalized Bayes estimation for elliptical distribution parameter’s under LINEX loss
• Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal
• Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss
• Two new Bayesian-wavelet thresholds estimations of elliptical distribution parameters under non-linear exponential balanced loss
• Bayesian estimation for mean vector of multivariate normal distribution on the linear and nonlinear exponential balanced loss based on wavelet decomposition

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