Bayesian methods based on hierarchical mixture models have demonstrated excellent mean squared error properties in constructing data dependent shrinkage estimators in wavelets, however, subjective elicitation of the hyperparameters is challenging. In this chapter we use an Empirical Bayes approach to estimate the hyperparameters for each level of the wavelet decomposition, bypassing the usual d...

• In the present paper we study the performance of the Bayes Shrinkage estimators for the scale parameter of the Weibull distribution under the squared error loss and the LINEX loss functions in the presence of a prior point information of the scale parameter when Type-II censored data are available. The properties of the minimax estimators are also discussed. Key-Words: • Bayes shrinkage estim...

In this paper, we propse Bayes estimators of the parameters of Marshall Olkin extended exponential distribution (MOEED) introduced by Marshall-Olkin [2] for complete sample under squared error loss function (SELF). We have used different approximation techniques to obtain the Bayes estimate of the parameters. A Monte Carlo simulation study is carried out to compare the performance of proposed e...

We give a sufficient condition for the admissibility of generalized Bayes estimators of the location vector of spherically symmetric distribution under squared error loss. Compared to the known results for the multivariate normal case, our sufficient condition is very tight and is close to being necessary. In particular we establish the admissibility of generalized Bayes estimators with respect...

Block and Basu bivariate exponential distribution is one of the most popular absolute continuous bivariate distributions. Recently, Kundu and Gupta (‘A class of absolute continuous bivariate distributions’, Statistical Methodology, 2010) introduced Block and Basu bivariate Weibull distribution, which is a generalization of the Block and Basu bivariate exponential distribution, and provided the ...

Abstract: We give a sufficient condition for admissibility of generalized Bayes estimators of the location vector of spherically symmetric distribution under squared error loss. Compared to the known results for the multivariate normal case, our sufficient condition is very tight and is close to being a necessary condition. In particular we establish the admissibility of generalized Bayes estim...