شماره ركورد كنفرانس
5191
عنوان مقاله
High Dimensional Wavelet Parameter Estimation for The Matrix-VariateNormal Distribution
پديدآورندگان
Karamikabir Hamid Department of Statistics, Faculty of Intelligent Systems Engineering and Data Science, Persian Gulf University, Bushehr, Iran
تعداد صفحه
5
كليدواژه
High dimensional , Matrix , variate normal distribution , Soft wavelet estimator , Threshold.
سال انتشار
1401
عنوان كنفرانس
شانزدهمين كنفرانس آمار ايران
زبان مدرك
انگليسي
چكيده فارسي
In this paper, we introduce a new soft-threshold wavelet shrinkage estimator based on the Stein’s unbiased risk estimate (SURE) for matrix-variate normal distribution in a high dimensional case. We focus on particular thresholding rules to obtain a new SURE threshold, and thus produce new estimators under quadratic loss function. Finally, we present a simulation study to test the validity of the proposed estimator.
كشور
ايران
لينک به اين مدرک