on bayesian wavelet shrinkage estimation of elliptical distributionbased on asymmetric loss function

The problem of estimating the value of a parameter is basic in statisticsscience. different procedures to solve this problem have been proposed by researcherssuch as maximum likelihood, bayesian approach, shrinkage wavelet and etc. in thispaper, the estimation of p-dimensional location parameter for p-variate elliptical distributionsunder an asymmetric loss function is investigated. we find the generalizedbayes estimator of location parameter for elliptical distributions and introduce newshrinkage soft-wavelet threshold estimator based on huang shrinkage wavelet estimatorfor elliptical distributions under the linex loss function. at the end, we presenta simulation study to test the validity of the class of proposed estimator.