On a Bayesian aspect for soft wavelet shrinkage estimation under an asymmetric Linex loss

DOI10.1016/S0167-7152(01)00181-XzbMath0994.62500OpenAlexW2086958577WikidataQ127771441 ScholiaQ127771441MaRDI QIDQ1612987

Su-Yun Huang

Publication date: 5 September 2002

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00181-x

zbMATH Keywords

minimaxitygeneralized Bayes estimatorsoft thresholdLinex losswavelet shrinkage estimation

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Point estimation (62F10) Bayesian inference (62F15) Admissibility in statistical decision theory (62C15)

Related Items (4)

A note on shrinkage wavelet estimation in Bayesian analysis ⋮ Wavelet shrinkage generalized Bayes estimation for elliptical distribution parameter’s under LINEX loss ⋮ Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility ⋮ Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss

Cites Work

• Unnamed Item
• On the admissibility of an estimator of a normal mean vector under a LINEX loss function
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Ideal spatial adaptation by wavelet shrinkage

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