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

DOI10.1080/03610918608812562zbMATH Open0612.62033OpenAlexW1998639084WikidataQ58229139 ScholiaQ58229139MaRDI QIDQ3753271FDOQ3753271

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

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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)

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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