On Bayesian Wavelet Shrinkage Estimation of Elliptical Distribution based on Asymmetric Loss Function, By Mahmoud Afshari

Research

Title	On Bayesian Wavelet Shrinkage Estimation of Elliptical Distribution based on Asymmetric Loss Function
Type	Presentation
Keywords	Generalized Bayes estimator, Shrinkage estimator, Wavelet estimator, linear exponential loss function.
Researchers	ziba botvandi (First researcher) , Mahmoud Afshari (Second researcher) , Hamid Karamikabir (Third researcher)

Abstract

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.