Robust estimation of the mean of the exponential distribution in outlier situations

DOI10.1080/03610928608829251zbMath0603.62041OpenAlexW2024008698MaRDI QIDQ3740045

Ursula Gather

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829251

zbMATH Keywords

robustnessexponential distributionmeanscaleuniform prior distributionexchangeable modellabelled modelidentified-outlier modelone-outlier modeloutlier-generating distribution modelspreceding outlier-testspremium-protection-methodtrimmed and Winsorized estimators

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Maximum likelihood estimation in the presence of outiliers ⋮ Pre-test estimation and design in the linear model ⋮ Mean square error efficient estimation of an exponential mean under an exchangeable single outlier model ⋮ Optimal risk transfer under quantile-based risk measurers ⋮ Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution ⋮ Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families

Cites Work

• Unnamed Item
• Distribution of Dixon's statistics in the case of an exponential population
• Rejection of Outliers
• Improved Estimation of Expected Life When One Identified Spurious Observation may be Present
• Estimation of the mean of the exponential distribution with an outlying observation
• Efficient Estimation of the Mean of an Exponential Distribution When an Outlier Is Present
• Some Theorems Relevant to Life Testing from an Exponential Distribution

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