Abstract
We consider the problem of estimating the scale parameter χ of the shifted exponential distribution with unknown shift based on a doubly censored sample from this distribution. Under squared error loss, Elfessi (Statist. Probab. Lett. 36 (1997) 251) has shown that the best affine equivariant estimator (BAEE) of χ is inadmissible. A smoother dominating procedure is proposed. The new improved estimator is shown, via a numerical study, to provide more significant risk reductions over the BAEE.
| Original language | English |
|---|---|
| Pages (from-to) | 77-82 |
| Number of pages | 6 |
| Journal | Statistics and Probability Letters |
| Volume | 56 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - Jan 1 2002 |
Keywords
- Doubly censored
- Entropy loss
- Equivariant estimator
- Exponential distribution
- Risk reduction
- Scale parameter
- Squared error loss
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
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