A two stage shrinkage testimator for the mean of an exponential distribution

DOI10.1080/03610928708829474MaRDI QIDQ3757158zbMATH OpenOpenAlexWikidataFDO

Authors S. R. Adke, V. B. Waikar, F. J. Schuurmann

Publication date 1987

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928708829474

zbMATH Keywords

biasefficient estimationmean squared errorexponential distributionprior knowledgeweighting factorunknown meantestimatorinitial estimate

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10)

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• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• On a Two-Stage Estimate of the Mean
• Use of Some a Priori Knowledge in the Estimation of Means from Double Samples

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• SLOPE is adaptive to unknown sparsity and asymptotically minimax
• A note on the use of the shapiro- wilk test of exponentiality for complete samples
• Shrinkage testimators for the shape parameter of weibull distributin under type ii censoring
• On testimating the weibull shape parameter
• On the efficiency of a testimator for the weibull shape parameter
• Shrinkage estimation in exponential type-II censored data under LINEX loss
• A note on shrinkage factors in two stage testimation
• On two stage shrinkage testimation for exponential
• On the efficiency of a testimator for the mean of an inverse Gaussian distribution
• Double Stage Shrinkage Testimator of the Scale Parameter of an Exponential Life Model Under General Entropy Loss Function

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