Published

2022-01-01

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

Contracción de la ondícula Estimación de Bayes generalizada para vectores medios de distribución normal multivariante con matriz de covarianza desconocida con pérdida de LINEX equilibrada

DOI:

https://doi.org/10.15446/rce.v45n1.92037

Keywords:

Admissibility, Generalized Bayes estimator, Balanced-LINEX loss, Minimaxity, Multivariate normal distribution, Soft wavelet shrinkage estimator (en)
Admisibilidad, Estimador de Bayes generalizado, Estimador de contracción de ondas suaves, Distribución normal multivariante, Minimaxidad, Pérdida de LINEX equilibrada (es)

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Authors

  • Mahmoud Afshari Persian Gulf University
  • Hamid Karamikabira Persian Gulf University

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.

En este trabajo, se considera el estimador de Bayes generalizado del parámetro de vector medio para distribución normal multivariante con vector de media desconocido y matriz de covarianza. Esta estimación se realiza bajo la función de pérdida de error LINEX balanceada. Se investiga el  estimador de Bayes generalizado mediante la transformación de ondículas. También probamos la admisibilidad y minimaxidad del estimador de contracción y presentamos el estudio de simulación y el conjunto de datos reales para
comprobar la validez de la prueba del nuevo estimador.

References

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Karamikabir, H. & Afshari, M. (2019), ‘Wavelet Shrinkage Generalized Bayes Estimation for Elliptical Distribution Parameters under LINEX Loss’, International Journal of Wavelets, Multiresolution and Information Processing 14(1), 1950009. DOI: https://doi.org/10.1142/S0219691319500097

Karamikabir, H. & Afshari, M. (2020), ‘Generalized Bayesian Shrinkage and Wavelet Estimation of Location Parameter for Spherical Distribution under Balance-type Loss: Minimaxity and Admissibility,’, Journal of Multivariate Analysis 177(1), 104583. DOI: https://doi.org/10.1016/j.jmva.2019.104583

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How to Cite

APA

Afshari, M. and Karamikabira, H. . (2022). Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss. Revista Colombiana de Estadística, 45(1), 107–123. https://doi.org/10.15446/rce.v45n1.92037

ACM

[1]
Afshari, M. and Karamikabira, H. 2022. Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss. Revista Colombiana de Estadística. 45, 1 (Jan. 2022), 107–123. DOI:https://doi.org/10.15446/rce.v45n1.92037.

ACS

(1)
Afshari, M.; Karamikabira, H. . Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss. Rev. colomb. estad. 2022, 45, 107-123.

ABNT

AFSHARI, M.; KARAMIKABIRA, H. . Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss. Revista Colombiana de Estadística, [S. l.], v. 45, n. 1, p. 107–123, 2022. DOI: 10.15446/rce.v45n1.92037. Disponível em: https://revistas.unal.edu.co/index.php/estad/article/view/92037. Acesso em: 28 mar. 2025.

Chicago

Afshari, Mahmoud, and Hamid Karamikabira. 2022. “Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss”. Revista Colombiana De Estadística 45 (1):107-23. https://doi.org/10.15446/rce.v45n1.92037.

Harvard

Afshari, M. and Karamikabira, H. . (2022) “Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss”, Revista Colombiana de Estadística, 45(1), pp. 107–123. doi: 10.15446/rce.v45n1.92037.

IEEE

[1]
M. Afshari and H. . Karamikabira, “Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss”, Rev. colomb. estad., vol. 45, no. 1, pp. 107–123, Jan. 2022.

MLA

Afshari, M., and H. . Karamikabira. “Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss”. Revista Colombiana de Estadística, vol. 45, no. 1, Jan. 2022, pp. 107-23, doi:10.15446/rce.v45n1.92037.

Turabian

Afshari, Mahmoud, and Hamid Karamikabira. “Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss”. Revista Colombiana de Estadística 45, no. 1 (January 19, 2022): 107–123. Accessed March 28, 2025. https://revistas.unal.edu.co/index.php/estad/article/view/92037.

Vancouver

1.
Afshari M, Karamikabira H. Wavelet Shrinkage Generalized Bayes Estimation for Multivariate Normal Distribution Mean Vectors with unknown Covariance Matrix under Balanced-LINEX Loss. Rev. colomb. estad. [Internet]. 2022 Jan. 19 [cited 2025 Mar. 28];45(1):107-23. Available from: https://revistas.unal.edu.co/index.php/estad/article/view/92037

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