Suppose that the random matrix\({\textbf {X}} _ {p\times m}\) has a matrix variate normal distribution with the mean matrix\(\varvec {\Theta}\) and covariance matrix\({{\varvec …
H Karamikabir, A Sanati… - … in Statistics-Simulation and …, 2024 - Taylor & Francis
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 …
H Karamikabir - Journal of Statistical Theory and Practice, 2024 - Springer
Finding the appropriate threshold is one of the most important issues in the wavelet shrinkage method. Especially when the goal is to estimate the mean matrix parameter for …