Bayes Shrinkage Minimax Estimation in Inverse Gaussian Distribution - Applied Mathematics

AM > Vol.2 No.7, July 2011

Bayes Shrinkage Minimax Estimation in Inverse Gaussian Distribution ()

HTML

Download as PDF (Size: 194KB) PP. 830-835

DOI: 10.4236/am.2011.27111 14,184 Downloads 37,382 Views Citations

Author(s)

Gyan Prakash

Affiliation(s)

ABSTRACT

In present paper, the properties of the Bayes Shrinkage estimator is studied for the measure of dispersion of an inverse Gaussian model under the Minimax estimation criteria.

KEYWORDS

Bayes estimator, Bayes Shrinkage estimator, Uniformly Minimum Variance Unbiased Estimator (UMVUE), LINEX loss function (LLF) and Minimax Estimator

Share and Cite:

G. Prakash, "Bayes Shrinkage Minimax Estimation in Inverse Gaussian Distribution," Applied Mathematics, Vol. 2 No. 7, 2011, pp. 830-835. doi: 10.4236/am.2011.27111.

Journals Menu