Estimating the scale parameter of an exponential distribution under progressive type II censoring

Yogesh Mani Tripathi, Constantinos Petropoulos and Amulya Kumar Mahto

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 19, 6777-6791

Abstract: We consider estimation of the scale parameter of an exponential distribution with unknown location under an arbitrary strictly convex loss function when samples are progressive type II censored. Stein-type procedures, improving upon the minimum risk equivariant (MRE) estimator, are obtained and illustrated upon using quadratic and entropy loss functions. We also study a class of improving estimators using the integral expression of risk difference (IERD) method and useful consequences are discussed. Some known procedures are shown to belong to the proposed class of estimators.

Date: 2022
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2020.1866609 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:51:y:2022:i:19:p:6777-6791

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2020.1866609

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().