مشخصات پژوهش

خانه /On Bayesian Wavelet Shrinkage ...
عنوان
On Bayesian Wavelet Shrinkage Estimation of Elliptical Distribution based on Asymmetric Loss Function
نوع پژوهش مقالات در همایش ها
کلیدواژه‌ها
Generalized Bayes estimator, Shrinkage estimator, Wavelet estimator, linear exponential loss function.
چکیده
The problem of estimating the value of a parameter is basic in statistics science. Different producers to solve this problem have been proposed by researchers such as Maximum likelihood, Bayesian approach, Shrinkage wavelet and etc. In this paper estimation of p-dimensional location parameter for p-variate elliptical distributions under an asymmetric loss function is investigated. We find generalized Bayes estimator of location parameter for elliptical distributions and introduce new shrink- age soft-wavelet threshold estimator based on Huang shrinkage wavelet estimator for elliptical distributions under LINEX loss function. At the end, we present a simulation study to test the validity of the class of proposed estimator.
پژوهشگران زیبا بتوندی (نفر اول)، محمود افشاری (نفر دوم)، حمید کرمی کبیر (نفر سوم)