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Title
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برآورد اقباض بيزي تعميم يافته كم بيشينه بردار ميانگين براي نرمال چند متغيره
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Type
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Presentation
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Keywords
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Balance loss function; Multivariate normal distribution; Shrinkage estimator
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Abstract
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In this paper we consider the generalized Bayes shrinkage estimator of location parameter for multivariate normal distribution under balance-type loss.
Also we find minimax estimator of location parameter based on generalized Bayes estimator. We assume that the random vector having a multivariate normal distribution with the known scalar variational component.
The performance evaluation of the proposed class of estimators is checked through a simulation study.
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Researchers
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Hamid Karamikabir (First researcher) , Mahmoud Afshari (Second researcher) , Abouzar Bazyari (Third researcher)
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