A note on shrinkage wavelet estimation in Bayesian analysis

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.

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Year of publication:	2014
Authors:	Torehzadeh, S. ; Arashi, M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 84.2014, C, p. 231-234
Publisher:	Elsevier
Subject:	Generalized Bayes estimator \| Scale mixture \| LINEX loss \| Admissibility \| Minimaxity \| Wavelet shrinkage estimation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010718815