Bayes Shrinkage Minimax Estimation in Inverse Gaussian Distribution

Gyan Prakash
DOI: 10.4236/am.2011.27111                

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

Conflicts of Interest

The authors declare no conflicts of interest.

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