On the invariant estimation of an exponential scale using doubly censored data

Mohamed T. Madi

Statistics & Probability Letters, 2002, vol. 56, issue 1, 77-82

Abstract: We consider the problem of estimating the scale parameter [theta] 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 [theta] 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.

Keywords: Scale; parameter; Exponential; distribution; Risk; reduction; Equivariant; estimator; Squared; error; loss; Entropy; loss; Doubly; censored (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (1)

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