Estimation of the parameter of a dynamically selected population for two subclasses of the exponential family

Morteza Amini and Nader Nematollahi

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 7, 3217-3234

Abstract: We introduce the problem of estimation of the parameters of a dynamically selected population in an infinite sequence of random variables and provide its application in the statistical inference based on record values from a non stationary scheme. We develop unbiased estimation of the parameters of the dynamically selected population and evaluate the risk of the estimators. We provide comparisons with natural estimators and obtain asymptotic results. Finally, we illustrate the applicability of the results using real data.

Date: 2017
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DOI: 10.1080/03610926.2015.1060337

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