Wavelet shrinkage generalized Bayes estimation for elliptical distribution parameter’s under LINEX loss

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.