Estimation of the smallest scale parameter of two-parameter exponential distributions
From MaRDI portal
Publication:5083455
DOI10.1080/03610926.2018.1472792OpenAlexW2898773175WikidataQ129017515 ScholiaQ129017515MaRDI QIDQ5083455
Publication date: 20 June 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1472792
decision theoryStein-type estimatorsMaruyama-type estimatorsBrewster and Zidek-type estimatorsStrawderman-type estimatorsKubokawa's methodology
Parametric inference under constraints (62F30) Parametric inference (62F99) Statistical decision theory (62C99)
Related Items (2)
Some two-sample tests for simultaneously comparing both parameters of the shifted exponential models ⋮ Componentwise equivariant estimation of order restricted location and scale parameters in bivariate models: a unified study
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Storage capacity of a dam with gamma type inputs
- New classes of improved confidence intervals for the variance of a normal distribution
- Adaptive progressive type-II censoring
- Improved invariant confidence intervals for a normal variance
- Minimax estimation of powers of the variance of a normal population under squared error loss
- A unified approach to improving equivariant estimators
- Double shrinkage estimation of ratio of scale parameters
- On the invariant estimation of an exponential scale using doubly censored data
- Alternative estimators for the scale parameter of the exponential distribution with unknown location
- Componentwise estimation of ordered parameters of \(k\) \((\geq 2)\) exponential populations
- Improving on equivariant estimators
- A note on the equivariant estimation of an exponential scale using progressively censored data
- Strawderman-type estimators for a scale parameter with application to the exponential distribution
- Estimation of the smallest normal variance with applications to variance components models
- Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: an integrated approach
- Decision theoretic estimation using record statistics
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- Estimating the scale parameter of the exponential distribution with unknown location
- A CLASS OF IMPROVED ESTIMATORS FOR THE SCALE PARAMETER OF AN EXPONENTIAL DISTRIBUTION WITH UNKNOWN LOCATION
- Exact Filtering for Partially Observed Continuous Time Models
- Testing Statistical Hypotheses
- Inadmissibility of the Usual Scale Estimate for a Shifted Exponential Distribution
- Minimax estimators of a normal variance
This page was built for publication: Estimation of the smallest scale parameter of two-parameter exponential distributions