Wavelet Estimation of Matrix-Variate Spherically Distributions, By Hamid Karamikabir

Research

Title	Wavelet Estimation of Matrix-Variate Spherically Distributions
Type	Presentation
Keywords	Balanced loss function, Matrix-variate spherically distribution, Threshold, Wavelet shrinkage.
Researchers	fatemeh jamhiri (First researcher) , Hamid Karamikabir (Second researcher) , Mahmoud Afshari (Third researcher)

Abstract

In the wavelet shrinkage method, determining the right threshold is important, especially when estimating the mean matrix parameter for matrix-variate aporically distributions is of interest. This paper introduces a new soft thresholding wavelet shrinkage estimator based on Stein's unbiased risk estimate (SURE) for matrix-variate spherically distributions. Our goal is to find a class of the soft thresholding wavelet shrinkage estimator using a balanced loss function and evaluate its performance through simulation study.