Estimation of an exponential quantile under pitman's measure of closeness

DOI10.2307/3315366zbMath0836.62018OpenAlexW2078758482MaRDI QIDQ4859242

Stavros Kourouklis

Publication date: 6 May 1996

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315366

zbMATH Keywords

exponential distributionloss functionquantilePitman's measure of closenessoptimal estimatorlocation-scale-equivariant estimators

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15)

Related Items (2)

Improved estimation under Pitman's measure of closeness ⋮ Pitman closest equivariant estimators and predictors under location-scale models

Cites Work

• A note on estimation of percentiles and reliability in the extreme-value distribution
• Admissibility and minimaxity results in the estimation problem of exponential quantiles
• Estimation of location and scale parameters using generalized Pitman nearness criterion
• Simultaneous equivariant estimation for location-scale models
• Estimating powers of the scale parameter of an exponential distribution with unknown location under Pitman's measure of closeness
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Estimating powers of the generalized variance under the pitman closeness criterion
• Equivariant estimation under the pitman closeness criterion
• A Comparison of james–sten regression with least squares in the pitman nearness sense
• Estimators of percentiles based on absolute loss
• Estimating a Quantile of an Exponential Distribution
• ESTIMATION OF GUARANTEE TIME AND MEAN LIFE AFTER WARRANTY FOR TWO-PARAMETER EXPONENTIAL FAILURE MODEL
• Is Pitman Closeness a Reasonable Criterion?
• The pitman nearness criterion and its determination
• Some Theorems Relevant to Life Testing from an Exponential Distribution
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