On shrinkage estimation under divergence loss

Stochastic Models in Probability and Statistics

مقاله 2، دوره 2، شماره 1 - شماره پیاپی 3، مهر 2025، صفحه 31-39   

نوع مقاله: Original Article

شناسه دیجیتال (DOI): 10.22067/smps.2025.90474.1034

نویسندگان

Mohammad Arashi^{* 1}؛ Hidekazu Tanaka²؛ Morteza Amini³

¹Department of Statistics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad, Iran

²Graduate School of Science, Osaka Prefecture University, Sakai, Japan

³Department of Statistics, School of Mathematics, Statistics, and Computer Science, College of Science, University of Tehran, Tehran, Iran

چکیده

In this paper, the superiority conditions for a general class of shrinkage estimators in the estimation problem of the normal mean are established under divergence loss. This approach is an extension of the work of Ghosh and Mergel (2009).

کلیدواژه‌ها

Divergence loss؛ James-Stein estimate؛ Shrinkage estimate؛ Superharmonic function

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