Estimating a Quantile of an Exponential Distribution

DOI10.2307/2287783zbMath0482.62015OpenAlexW4233949154MaRDI QIDQ3940638

William E. Strawderman, Andrew. L. Rukhin

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/2287783

zbMATH Keywords

quadratic lossbest equivariant estimatorlocation-scale parameter

Mathematics Subject Classification ID

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

Related Items (11)

Some modifications of improved estimators of a normal variance ⋮ A note on estimating quantiles of exponential populations ⋮ Percentile estimators in location-scale parameter families under absolute loss ⋮ Estimation of a linear function of the parameters of an exponential distribution from doubly censored samples ⋮ A note on universal admissibility of scale parameter estimators ⋮ Quantile estimation of the selected exponential population ⋮ Estimation of an exponential quantile under pitman's measure of closeness ⋮ Confidence intervals for the scale parameter of exponential distribution based on type II doubly censored samples ⋮ An identity for exponential distributions with the common location parameter and its applications ⋮ A class of minimax estimators of a normal quantile ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review

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