Wavelet Shrinkage Generalized Bayes Estimation for Elliptical Distribution Parameter’s under LINEX Loss, By Mahmoud Afshari

Research

Title	Wavelet Shrinkage Generalized Bayes Estimation for Elliptical Distribution Parameter’s under LINEX Loss
Type	Article
Keywords	—
Journal	International Journal of Wavelets Multiresolution and Information Processing
DOI	—
Researchers	Hamid Karamikabir (First researcher) , Mahmoud Afshari (Second researcher)

Abstract

In this paper, the generalized Bayes estimator of elliptical distribution parameter’s under asymmetric Linex error loss function is considered. The new shrinkage generalized Bayes estimator by applying wavelet transformation is investigated. We develop admissibility and minimaxity of shrinkage estimator on multivariate normal distribution.We present the simulation in order to test validity of purpose estimator