Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility

DOI10.1016/j.jmva.2019.104583zbMath1450.62051OpenAlexW2995727749WikidataQ126563912 ScholiaQ126563912MaRDI QIDQ2306270

Mahmoud Afshari, Hamid Karamikabir

Publication date: 20 March 2020

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2019.104583

zbMATH Keywords

Monte Carlo simulationshrinkage estimatorgeneralized Bayes estimatoradmissible estimatorminimax estimatorwavelet estimatorbalance-type loss function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Numerical methods for wavelets (65T60)

Related Items (5)

Generalized Bayes sure for multivariate normal distribution under balanced-quadratic loss ⋮ Bayesian wavelet Stein's unbiased risk estimation of multivariate normal distribution under reflected normal loss ⋮ On shrinkage estimators improving the positive part of James-Stein estimator ⋮ 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

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