Admissibility and minimaxity results in the estimation problem of exponential quantiles
DOI10.1214/AOS/1176349851zbMATH Open0599.62032OpenAlexW1997880551MaRDI QIDQ1080577FDOQ1080577
Authors: Andrew L. Rukhin 
Publication date: 1986
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349851
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quantilesexponential distributionquadratic lossadmissibilitygeneralized Bayes rulesminimax proceduresscale-equivariant procedures
Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)
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- Quadratic estimators of quadratic functions of normal parameters
- Shrinkage and modification techniques in estimation of variance and the related problems: A review
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- A note on estimating quantiles of exponential populations
- Estimation of an exponential quantile under pitman's measure of closeness
- Quantile estimation of the selected exponential population
- Statistical estimation of exponential-type functions: Admissibility and Tauberian theorems
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- Estimating quantiles of normal populations with a common mean
- Estimation of an exponential quantile under a general loss and an alternative estimator under quadratic loss
- An identity for exponential distributions with the common location parameter and its applications
- Confidence intervals for the scale parameter of exponential distribution based on type II doubly censored samples
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- Quantile estimation for a progressively censored exponential distribution
- Estimating events
- Median loss decision theory
- Estimation of the common scale of several shifted exponential distributions with unknown locations
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