The estimation of mean vector parameters is very important in elliptical and spherically models. Among different methods, the Bayesian and shrinkage estimation are interesting. In this paper, the estimation of p-dimensional location parameter for p-variate elliptical and spherical distributions under an asymmetric loss function is investigated. We find generalized
Bayes estimator of location parameters for elliptical and spherical distributions. Also we show the minimaxity and admissibility of generalized Bayes estimator in class of spherical distribution: We introduce two new shrinkage soft wavelet threshold estimators based on Huang shrinkage wavelet estimator (empirical) and Stein’s unbiased risk estimator (SURE) for elliptical and spherical distributions under non-linear exponential-balanced loss function. At the end, we present a simulation study to test the validity of the class of proposed estimators and physicochemical properties of the tertiary structure data set that is given to test the efficiency of this estimators in denoising.