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.