A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions

2003 ◽  
Vol 21 (1-2003) ◽  
pp. 69-78 ◽  
Author(s):  
Yuzo Maruyama
Keyword(s):  
Bayes Estimator ◽  
Spherically Symmetric ◽  
Symmetric Distributions ◽  
Generalized Bayes ◽  
Stein Estimator ◽  
Generalized Bayes Estimator

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

2019 ◽  
Vol 17 (03) ◽  
pp. 1950009 ◽  
Author(s):  
Hamid Karamikabir ◽  
Mahmoud Afshari
Keyword(s):  
Wavelet Transformation ◽  
Test Validity ◽  
Bayes Estimator ◽  
Bayes Estimation ◽  
Multivariate Normal ◽  
Elliptical Distribution ◽  
Wavelet Shrinkage ◽  
Linex Loss ◽  
Generalized Bayes ◽  
Generalized Bayes Estimator

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.

Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector

Metrika ◽  
2013 ◽  
Vol 77 (2) ◽  
pp. 285-296
Author(s):  
Dominique Fourdrinier ◽  
Othmane Kortbi ◽  
William E. Strawderman
Keyword(s):  
Spherically Symmetric ◽  
Residual Vector ◽  
Symmetric Distributions ◽  
Generalized Bayes ◽  
Minimax Estimators
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