A note on shrinkage wavelet estimation in Bayesian analysis

S. Torehzadeh and M. Arashi

Statistics & Probability Letters, 2014, vol. 84, issue C, 231-234

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.

Keywords: Generalized Bayes estimator; Scale mixture; LINEX loss; Admissibility; Minimaxity; Wavelet shrinkage estimation (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2013.10.006

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