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New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss
Statistica Sinica ( IF 1.5 ) Pub Date : 2021-01-01 , DOI: 10.5705/ss.202019.0339
Hamid Karamikabir , Mahmoud Afshari

In this paper, a new shrinkage soft wavelet threshold estimator based on Stein’s unbiased risk estimators (SURE) is introduced for elliptical and spherical distributions under the balance loss function. Our focus will be on a particular thresholding rules to obtain a new threshold to produce new estimators. Also, we obtain SURE shrinkage based on non-negative subset of mean vector. Finally, we present a simulation in order to test the validity of the purposed estimator.

中文翻译:

平衡损失下椭圆分布的新小波SURE阈值

在本文中,针对平衡损失函数下的椭圆和球面分布,引入了一种基于 Stein 无偏风险估计器(SURE)的新收缩软小波阈值估计器。我们的重点将放在一个特定的阈值规则上,以获得一个新的阈值来产生新的估计量。此外,我们基于均值向量的非负子集获得了 SURE 收缩。最后,我们提出了一个模拟,以测试目的估计的有效性。
更新日期:2021-01-01
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