New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss, By Mahmoud Afshari

Research

Title	New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss
Type	Article
Keywords	—
Journal	STATISTICA SINICA
DOI	—
Researchers	Hamid Karamikabir (First researcher) , Mahmoud Afshari (Second researcher)

Abstract

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.