On the invariant estimation of an exponential scale using doubly censored data
We consider the problem of estimating the scale parameter [theta] of the shifted exponential distribution with unknown shift based on a doubly censored sample from this distribution. Under squared error loss, Elfessi (Statist. Probab. Lett. 36 (1997) 251) has shown that the best affine equivariant estimator (BAEE) of [theta] is inadmissible. A smoother dominating procedure is proposed. The new improved estimator is shown, via a numerical study, to provide more significant risk reductions over the BAEE.
Volume (Year): 56 (2002)
Issue (Month): 1 (January)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Mohamed Madi & Kam-Wah Tsui, 1990. "Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(1), pages 77-87, March.
- Elfessi, Abdulaziz, 1997. "Estimation of a linear function of the parameters of an exponential distribution from doubly censored samples," Statistics & Probability Letters, Elsevier, vol. 36(3), pages 251-259, December.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:56:y:2002:i:1:p:77-82. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.