平衡LINEX损失下协方差矩阵未知的多元正态分布均值向量的小波收缩广义Bayes估计

Q3 Mathematics

Revista Colombiana De Estadistica Pub Date : 2022-01-01 DOI:10.15446/rce.v45n1.92037

M. Afshari, Hamid Karamikabira

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引用次数: 0

摘要

研究了具有未知均值向量和协方差矩阵的多元正态分布中均值向量参数的广义贝叶斯估计。该估计是在平衡linex误差损失函数下进行的。研究了基于小波变换的广义贝叶斯估计。我们还证明了收缩估计器的可容许性和极小性，并给出了新估计器有效性的仿真研究和实际数据集。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss

In this paper, the generalized Bayes estimator of mean vector parameter for multivariate normal distribution with Unknown mean vector and covariance matrix is considered. This estimation is performed under the balanced-LINEX error loss function. The generalized Bayes estimator by using wavelet transformation is investigated. We also prove admissibility and minimaxity of shrinkage estimator and we present the simulation study and real data set for test validity of new estimator.

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来源期刊

Revista Colombiana De Estadistica STATISTICS & PROBABILITY-

CiteScore

1.20

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： The Colombian Journal of Statistics publishes original articles of theoretical, methodological and educational kind in any branch of Statistics. Purely theoretical papers should include illustration of the techniques presented with real data or at least simulation experiments in order to verify the usefulness of the contents presented. Informative articles of high quality methodologies or statistical techniques applied in different fields of knowledge are also considered. Only articles in English language are considered for publication. The Editorial Committee assumes that the works submitted for evaluation have not been previously published and are not being given simultaneously for publication elsewhere, and will not be without prior consent of the Committee, unless, as a result of the assessment, decides not publish in the journal. It is further assumed that when the authors deliver a document for publication in the Colombian Journal of Statistics, they know the above conditions and agree with them.