A note on shrinkage wavelet estimation in Bayesian analysis

DOI10.1016/j.spl.2013.10.006zbMath1400.62060OpenAlexW1986705206MaRDI QIDQ2444405

S. Torehzadeh, Mohammad 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

minimaxityLINEX lossgeneralized Bayes estimatoradmissibilityscale mixturewavelet shrinkage estimation

Mathematics Subject Classification ID

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

Related Items (5)

Wavelet shrinkage generalized Bayes estimation for elliptical distribution parameter’s under LINEX loss ⋮ A paradoxical argument about domination ⋮ Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility ⋮ 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

Cites Work

• Unnamed Item
• On a Bayesian aspect for soft wavelet shrinkage estimation under an asymmetric Linex loss
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Ideal spatial adaptation by wavelet shrinkage

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