Hamid Karamikabir - Faculty of Intelligent Systems Engineering and Data Science, department of Statistics, Persian Gulf UniversityBushehr
Fatemeh Jamhiri - Faculty of Intelligent Systems Engineering and Data Science, department of Statistics, Persian Gulf University,Bushehr
Mahmoud Afshari - Faculty of Intelligent Systems Engineering and Data Science, department of Statistics, Persian Gulf University,Bushehr

The matrix-variate normal distribution is a probability distribution that is a generalization of the multivariate normal distribution to matrix-valued random variables. In this paper, we introduce a wavelet shrinkage estimator based on Stein’s unbiased risk estimate (SURE) threshold for matrix-variate normal distribution. We find a new SURE threshold for soft thresholding wavelet shrinkage estimator under the reflected normal loss function in low dimensional cases. Also, we obtain the restricted wavelet shrinkage estimator based on non-negative sub matrix of the mean matrix. Finally, we present a simulation study to test the validity of the wavelet shrinkage.

Matrix،variate normal distribution،Shrinkage estimtion،SURE threshold،Wavelet shrinkage،Reflected normal loss function