حمید کرمی کبیر

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.