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.
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Volume (Year): 56 (2002)
Issue (Month): 1 (January)
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- 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.
- 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.
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