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Bayes Shrinkage Minimax Estimation in Inverse Gaussian Distribution
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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.
KeywordsBayes estimatorBayes Shrinkage estimatorUniformly Minimum Variance Unbiased Estimator (UMVUE)LINEX loss function (LLF) and Minimax Estimator
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