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A note on the stability of the estimation of the exponential distribution

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Publication:912523
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DOI10.1016/0167-7152(90)90109-KzbMath0698.62036MaRDI QIDQ912523

Laurence A. Baxter, Svetlozar T. Rachev

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)


zbMATH Keywords

robustnessexponential distributionmeanchi-square distributionprobability metricstability theoryBounds on the uniform distancedepartures from exponentialityHNBUEHNWUE


Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Reliability and life testing (62N05)




Cites Work

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  • An ideal metric and the rate of convergence to a self-similar process
  • Probability Metrics
  • The hnbue and hnwue classes of life distributions
  • The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications
  • Analyse 1: Utilisation des vocalisations pour différencier trois hardes de phoques
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