An identity for exponential distributions with the common location parameter and its applications

DOI10.1080/03610929808832103MaRDI QIDQ4386004zbMATH OpenOpenAlexFDO

Authors Chun Jin, Robert H. Crouse

Publication date 20 April 1998

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

Full work available at URL https://doi.org/10.1080/03610929808832103

zbMATH Keywords

maximum likelihood estimatorquantile estimationsquared error lossrisk functionexponential distributionsuniformly minimum variance unbiased estimator

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10) Admissibility in statistical decision theory (62C15)

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Cites work

• Admissibility and minimaxity results in the estimation problem of exponential quantiles
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• Some Theorems Relevant to Life Testing from an Exponential Distribution

Cited in

(7)

• An exact method for making inferences on the common location parameter of several heterogeneous exponential populations: complete and censored data
• ON THE COMMON SCALE PARAMETER OF SEVERAL PARETO POPULATIONS IN CENSORED SAMPLES
• Estimation of common location parameter of two exponential populations based on records
• Estimation of common location parameter of several heterogeneous exponential populations based on generalized order statistics
• Estimation of the location parameter of the \(\ell_{1}\)-norm symmetric matrix variate distributions
• scientific article; zbMATH DE number 718720 (Why is no real title available?)
• An identity for multidimensional continuous exponential families and its applications

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