Admissibility and minimaxity results in the estimation problem of exponential quantiles

DOI10.1214/AOS/1176349851MaRDI QIDQ1080577zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

quantilesexponential distributionquadratic lossadmissibilitygeneralized Bayes rulesminimax proceduresscale-equivariant procedures

Mathematics Subject Classification ID

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

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• Quantile estimation for a progressively censored exponential distribution
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