A preliminary test procedure for the scale parameter of exponential distribution when the selection parameter is unknown
type: Item
instance of: scholarly article
title: A preliminary test procedure for the scale parameter of exponential distribution when the selection parameter is unknown
zbMATH Open document ID: 0553.62023
DOI: 10.1007/BF02481948
author: Katuomi Hirano
published in: Annals of the Institute of Statistical Mathematics
publication date: 1984-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 3881672
zbMATH Keywords: nonregular case
zbMATH Keywords: preliminary test estimator
zbMATH Keywords: scale
zbMATH Keywords: two-parameter exponential distribution
zbMATH Keywords: unknown selection parameter
zbMATH Keywords: specifying the level of significance
zbMATH Keywords: AIC
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3881672