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Abstract
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One of the most important subject in multivariate analysis is parameters estimation. Among different methods, the
shrinkage estimation is of interest. In this paper we consider the generalized Bayes shrinkage estimator of location
parameter for spherical distribution under balance-type loss. We assume that the random vector having a spherical
symmetric distribution with the known scalar variational component. Also, we find minimax and admissible estimator
of location parameter based on generalized Bayes estimator. We investigate wavelet generalized Bayes estimator
of location under balance-LINEX loss function. At the end, the performance evaluation of the proposed class of
estimators is checked through a simulation study.
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