Two new Bayesian-wavelet thresholds estimations of elliptical distribution parameters under non-linear exponential balanced loss

被引:1
|
作者
Batvandi, Ziba [1 ]
Afshari, Mahmoud [1 ]
Karamikabir, Hamid [1 ]
机构
[1] Persian Gulf Univ, Fac Intelligent Syst Engn & Data Sci, Dept Stat, Bushehr, Iran
关键词
Admissible estimator; Generalized Bayes estimator; Minimax estimator; Non-linear exponential balanced-loss function; Shrinkage estimator; Stein's unbiased risk estimator; Wavelet estimator; MINIMAX ESTIMATION; MEAN MATRIX;
D O I
10.1080/03610918.2023.2245173
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The estimation of mean vector parameters is very important in elliptical and spherically models. Among different methods, the Bayesian and shrinkage estimation are interesting. In this paper, the estimation of p-dimensional location parameter for p-variate elliptical and spherical distributions under an asymmetric loss function is investigated. We find generalized Bayes estimator of location parameters for elliptical and spherical distributions. Also we show the minimaxity and admissibility of generalized Bayes estimator in class of SSp(& theta;,& sigma;2Ip). We introduce two new shrinkage soft-wavelet threshold estimators based on Huang shrinkage wavelet estimator (empirical) and Stein's unbiased risk estimator (SURE) for elliptical and spherical distributions under non-linear exponential-balanced loss function. At the end, we present a simulation study to test the validity of the class of proposed estimators and physicochemical properties of the tertiary structure data set that is given to test the efficiency of this estimators in denoising.
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页码:23 / 43
页数:21
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