TITLE:
Bayes Shrinkage Minimax Estimation in Inverse Gaussian Distribution
AUTHORS:
Gyan Prakash
KEYWORDS:
Bayes estimator, Bayes Shrinkage estimator, Uniformly Minimum Variance Unbiased Estimator (UMVUE), LINEX loss function (LLF) and Minimax Estimator
JOURNAL NAME:
Applied Mathematics,
Vol.2 No.7,
July
12,
2011
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.