QA147 : Bayesian Wavelet Shrinkage Estimation Under the Linex Loss
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2013
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Abstarct: Bayesian method is one of the paradigms used in statistical inference , where
the parameter θ is a random variable with probablity distribution function
π(θ) on Θ. In this method, the posterior distribution is used as a criterion to
detrmine the Bayes estimator. Due to the rapid growht of Bayesian method,
since twenties century, in this thesis we will focuse on this type of estimator.
In this regard, we find the generalized Bayes estimator under the linex loss
as well as the reflected normal loss. Then, we show that for the normal and
the scale mixture of normal distributions, under the linex loss, the generalized
Bayes estimator is a soft wavelet shirinkage estimator. Furthermore, taking
this importance, that admissible and minimax concepts play an important
role in the statistical inference and decision making, we will investigate these
estimators in terms of the concepts.
Keywords:
#Generalized Bayes estimator #Linex loss #reflected normal #Admissible #Minimax #Wavelet #Soft threshold #Wavelet shirankage estimation Link
Keeping place: Central Library of Shahrood University
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Keeping place: Central Library of Shahrood University
Visitor: