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, vol. 42(1), pages 77-87, March.
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