Fourth Edition of the International Conference on Research in Applied Mathematics and Computer Science ICRAMCS 2022
 March 24-25-26, 2022
Online and Face-to-Face Conference

ICRAMCS, 4 (2022) | Proceedings ISSN: 2605-7700

Research Communication | Open Access
Volume 2022 | Communication ID 542
The robust shrinkage estimator of a spherical symmetry with residual under the balanced loss functions
Lahoucine Hobbad
Academic Editor: Youssef EL FOUTAYENI
Received
Accepted
Published
February 25, 2022
March 03, 2440
April 15, 2440

Abstract: This paper considers the problem of estimating the mean vector of d-dimensional spherically symmetric distributed X when the scale parameter is known but when a residual vector U is available: more precisely, let X, U ϵ R^(d+k) be a random vector around (θ,0) ϵ R^(d+k). The loss functions is assumed to be modifications of balanced loss functions the form: (i) ωρ(‖δ-δ_0 ‖^2 )+(1-ω)ρ(‖δ-γ(θ)‖^2 ) and (ii) l(ω(‖δ-δ_0 ‖^2 )+(1-ω)(‖δ-γ(θ)‖^2 )) where δ_0 is a target estimation of γ(θ), and where ρ and l are increasing and concave functions. For ...