Wavelet Estimation of Matrix-Variate Spherically Distributions

In the shrinkage wavelet method, determining the right threshold is important,especially when estimating the location parameter for matrix-variate distributions is of interest.This paper presents a novel shrinkage wavelet estimator using soft thresholding, which isderived from Stein's unbiased risk estimate (SURE), for matrix-variate spherically distributeddata. Our goal is to nd a class of the soft thresholding shrinkage wavelet estimator using abalanced loss function and evaluate its performance through simulation study.

کلیدواژه ها:

Balanced loss ، Threshold ، Matrix-variate spherically distribution ، shrinkage wavelet