May 2, 2024
Hamid Karamikabir

Hamid Karamikabir

Academic Rank: Assistant professor
Address: Department of Statistics, Persian Gulf University, Bushehr, Iran.
Degree: Ph.D in Statistics
Phone: 09188175368
Faculty: Faculty of Intelligent Systems and Data Science

Research

Title
Wavelet Inference of Vector Parameters in Elliptically Multivariate Distribution
Type Thesis
Keywords
آستانه، برآوردگر بيز تعميم يافته، برآوردگر انقباضي موجكي، برآوردگر پذيرفتني، برآوردگر مينيماكس، تابع زيان تعادل، توزيع بيضوي، توزيع كروي، توزيع نرمال چندمتغيره، موجك.
Researchers Hamid Karamikabir (Student) , Mahmoud Afshari (Primary advisor) , Fazlollah Lak (Advisor)

Abstract

In this thesis‎, ‎the problem of point estimator of parameter vector in two states with and without restriction in the family of elliptical distributions with classical‎, ‎Bayesian and Bayesian wavelet approaches is discussed‎. ‎In the classical and Bayesian sense‎, ‎a variety of balance loss functions are used to obtain the shrinkage estimators‎. ‎It has also been investigated by finding the generalized Bayes estimator and introducing the generalized Bayesian Soft threshold wavelet estimator‎, ‎minimaxity and admissibility of this estimator‎. ‎Also‎, ‎the Stein unbiased risk estimator threshold in the family of elliptical distributions under balance loss function is also obtained‎. ‎Finally‎, ‎all the theoretical results are studied using simulation study and real example in practice‎.