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

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  • Huang, Su-Yun

Abstract

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

Suggested Citation

  • Huang, Su-Yun, 2002. "On a Bayesian aspect for soft wavelet shrinkage estimation under an asymmetric Linex loss," Statistics & Probability Letters, Elsevier, vol. 56(2), pages 171-175, January.
    • Handle: RePEc:eee:stapro:v:56:y:2002:i:2:p:171-175
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    References listed on IDEAS

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    1. Ahmad Parsian, 1990. "On the admissibility of an estimator of a normal mean vector under a linex loss function," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(4), pages 657-669, December.
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    Cited by:

    1. Torehzadeh, S. & Arashi, M., 2014. "A note on shrinkage wavelet estimation in Bayesian analysis," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 231-234.
    2. Karamikabir, Hamid & Afshari, Mahmoud, 2020. "Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: Minimaxity and admissibility," Journal of Multivariate Analysis, Elsevier, vol. 177(C).

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