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A note on shrinkage wavelet estimation in Bayesian analysis

Author

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  • Torehzadeh, S.
  • Arashi, M.

Abstract

In this short note the closed form of the soft wavelet shrinkage estimator is derived, extending the work of Huang (2002) for the scale mixture of normal distributions.

Suggested Citation

  • Torehzadeh, S. & Arashi, M., 2014. "A note on shrinkage wavelet estimation in Bayesian analysis," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 231-234.
    • Handle: RePEc:eee:stapro:v:84:y:2014:i:c:p:231-234
    DOI: 10.1016/j.spl.2013.10.006
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    References listed on IDEAS

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    1. Huang, Su-Yun, 2002. "On a Bayesian aspect for soft wavelet shrinkage estimation under an asymmetric Linex loss," Statistics & Probability Letters, Elsevier, vol. 56(2), pages 171-175, January.
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    Cited by:

    1. Karamikabir, Hamid & Afshari, Mahmoud, 2020. "Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: Minimaxity and admissibility," Journal of Multivariate Analysis, Elsevier, vol. 177(C).

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    1. Karamikabir, Hamid & Afshari, Mahmoud, 2020. "Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: Minimaxity and admissibility," Journal of Multivariate Analysis, Elsevier, vol. 177(C).

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