A class of improved estimators for the scale parameter of an exponential distribution with unknown location

被引：8

作者：

Petropoulos, C ^{[1
]}

Kourouklis, S ^{[1
]}

机构：

[1] Univ Patras, Dept Math, Patras 26500, Greece

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2002年 / 31卷 / 03期

关键词：

decision theory; Stein's estimator of a scale parameter; Brewster's and Zidek's estimator of a scale; parameter; Kubokawa's approach for the estimation of a; scale parameter;

D O I：

10.1081/STA-120002851

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Under quadratic loss, a class of improved estimators for the scale parameter of an exponential distribution with unknown location is constructed. The method is analogous to Maruyama's (Minimax Estimators of a Normal Variance. Metrika 1998, 48, 209-214) construction for the variance of a normal distribution.

引用

页码：325 / 335

页数：11

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