A preliminary test procedure for the scale parameter of exponential distribution when the selection parameter is unknown
A preliminary test estimator is considered for the scale parameter of the two-parameter exponential distribution with unknown selection parameter, where the distribution does not satisfy the regularity condition of Wilks' theorem - the density is not differentiable. A method of specifying the level of significance of the preliminary test is proposed based on AIC.
scientific article; zbMATH DE number 3881672