generalized bayes estimator
Recently Published Documents

TOTAL DOCUMENTS

9
(FIVE YEARS 2)

H-INDEX

3
(FIVE YEARS 1)
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

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.

Load More ...
Sign in / Sign up

Export Citation Format

Share Document