مشخصات پژوهش

خانه /The Location Parameter ...
عنوان
The Location Parameter Estimation of Spherically Distributions with Known Covariance Matrices
نوع پژوهش مقالات در نشریات
کلیدواژه‌ها
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چکیده
One of the most important subjects in many areas of statistics are estimating. In this paper we present the shrinkage estimators of the location parameter vector for spherically symmetric distributions. We suppose that the mean vector is non-negative constraint and the components of diagonal covariance matrix is known.We compered the present estimator with natural estimator by using risk function. We show that when the covariance matrices are known, under the balance error loss function, shrinkage estimator has the smaller risk than the natural estimator. At the end the results of the paper are examined by using simulation study.
پژوهشگران حمید کرمی کبیر (نفر اول)، محمود افشاری (نفر دوم)