Robust estimation of the exponential mean parameter for small samples: Complete and censored data

DOI10.1080/03610918608812562MaRDI QIDQ3753271zbMATH OpenOpenAlexWikidataFDO

Authors Sharon Homan, Peter A. Lachenbruch

Publication date 1986

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918608812562

zbMATH Keywords

outlierstrimmingexponential distributionmaximum likelihood estimatorscontaminationsimulation experimentssmall samplestype I censoringexponential mean parameterHuber-type estimatorlinear order statistic estimators

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(4)

• The scaled \(\alpha\)-Winsorized estimate of exponential scale for censored data: an analysis based on two influence functions.
• On the robustness of the standard estimates of the exponential mean to contamination
• Robust estimation and hypothesis testing under short-tailedness and inliers
• Robust estimation of the mean of the exponential distribution in outlier situations

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