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

Su-Yun Huang

Statistics & Probability Letters, 2002, vol. 56, issue 2, 171-175

Abstract: Consider an asymmetric Linex loss. We provide the soft wavelet shrinkage estimation of a Bayesian interpretation under such a loss.

Keywords: Admissibility; Generalized; Bayes; estimator; Linex; loss; Minimaxity; Soft; threshold; Wavelet; shrinkage; estimation (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (2)

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