A Class of Improved Estimators for the Scale Parameter of a Mixture Model of Exponential Distribution with Unknown Location

DOI10.1080/03610920903205198zbMath1201.62032OpenAlexW2063129677MaRDI QIDQ3058418

Constantinos Petropoulos

Publication date: 22 November 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903205198

zbMATH Keywords

decision theorymixture of exponential distributionsmultivariate Lomax distributionStein's estimator of a scale parameterBrewster's and Zidek's estimator of a scale parameterexponential-inverse Gaussian distribution

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Statistical decision theory (62C99)

Related Items (4)

Estimating the common hazard rate of several exponential distributions ⋮ Estimating the common hazard rate of two exponential distributions with ordered location parameters ⋮ Componentwise equivariant estimation of order restricted location and scale parameters in bivariate models: a unified study ⋮ Improved estimators of the entropy in scale mixture of exponential distributions

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