Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal
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Publication:5861481
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
shrinkage estimatormultivariate normal distributionrestricted estimatorbalance loss functionwavelet threshold
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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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