Percentile estimators in location-scale parameter families under absolute loss

DOI10.1007/S00184-009-0257-0MaRDI QIDQ601768zbMATH OpenOpenAlexFDO

Authors Robert L. Mason, Narayanaswamy Balakrishnan, Jerome P. Keating

Publication date 29 October 2010

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-009-0257-0

zbMATH Keywords

percentilesequivariant estimationmedian unbiased estimators

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

Recommendations

• Minimum Risk Equivariant Estimators of Percentiles in Location­Scale Families of Distributions
• Equivariant Estimation of the Percentiles Under a Linex Loss Function
• scientific article; zbMATH DE number 66852
• Estimator of scale parameter in a subclass of the exponential family under symmetric entropy loss
• Minimum risk equivariant estimation of the scale-parameter in a subclass of the exponential family

Cites work

• scientific article; zbMATH DE number 3122076 (Why is no real title available?)
• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 49622 (Why is no real title available?)
• scientific article; zbMATH DE number 3530858 (Why is no real title available?)
• scientific article; zbMATH DE number 1862734 (Why is no real title available?)
• Estimating a Quantile of an Exponential Distribution
• Estimators of percentiles based on absolute loss
• Median Unbiasedness and Pitman Closeness
• Minimum Risk Equivariant Estimators of Percentiles in LocationScale Families of Distributions
• Optimum Estimators for Linear Functions of Location and Scale Parameters
• Some Theorems Relevant to Life Testing from an Exponential Distribution

Cited in

(3)

• Minimum Risk Equivariant Estimators of Percentiles in LocationScale Families of Distributions
• Pitman closest equivariant estimators and predictors under location-scale models
• Estimating a linear parametric function of a doubly censored exponential distribution

This page was built for publication: Percentile estimators in location-scale parameter families under absolute loss

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q601768)