Estimating a Quantile of an Exponential Distribution

DOI10.2307/2287783MaRDI QIDQ3940638zbMATH OpenOpenAlexFDO

Authors William E. Strawderman, Andrew L. Rukhin

Publication date 1982

Full work available at URL https://doi.org/10.2307/2287783

zbMATH Keywords

best equivariant estimatorlocation-scale parameterquadratic loss

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Minimax procedures in statistical decision theory (62C20) Point estimation (62F10)

Cited in

(11)

• A class of minimax estimators of a normal quantile
• A note on universal admissibility of scale parameter estimators
• Estimation of a linear function of the parameters of an exponential distribution from doubly censored samples
• Quantile estimation of the selected exponential population
• Some modifications of improved estimators of a normal variance
• A note on estimating quantiles of exponential populations
• Confidence intervals for the scale parameter of exponential distribution based on type II doubly censored samples
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• An identity for exponential distributions with the common location parameter and its applications
• Estimation of an exponential quantile under pitman's measure of closeness
• Percentile estimators in location-scale parameter families under absolute loss

This page was built for publication: Estimating a Quantile of an Exponential Distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3940638)